>I have a class which contains a New() event. On the object, I also have a New() event which contains as the first line the MyBase() code to call the default New() event. However, in the New() event of the object, on a particular situation, I need to avoid the creation of the object. Basically, on a specific condition, I need to redirect to another page and stop the execution of the New() event. How can one accomplish this?

If you have code that needs to exit during construction you probably have a design flaw <s>...

Seriously you should break any 'exit capable' code out into a separate call that is made, like Init() or something to that effect.

If you really need to fail as part of the constructor the only way to kill the call chain is to throw an exception as Alexandre pointed out.