Rejecting/Stopping Traffic?

Ok...i've been pondering upon something lately.... I'm on a Win XP sys and use IE. Now..is there any sort of way to stop a webserver from sending you traffic based upon an HTTP_REQUEST?

That stop button has been confusing me, and I don't see any way really to stop traffic coming down the wire unless you somehow send data that the server MUST responde too....and clear the cache for the connection...

So basically, the stop button..it merely stops executing the code within the browser and rejects any reponse to the packets it's receiving? But it's still receiving it? Or is there some sort of a data set that IE sends to the server that the server respondes to to really stop traffic from being sent down the wire?

-This just has been bothering me lately lol.
-Btw sry if im posting in the wrong thread, I don't know where else to put this..