Hello Avi,
Maybe I didn't understand very well, but it seems that you are trying to close the current executing sequence from inside a step of the same sequence. Is that correct? If yes, you can't do it. In other words, you can't close the sequence from inside a step of the same sequence. Otherwise you would end up with an orfan piece of code runing without a sequence to control it, and this is not allowed.
What are you trying to do? I guess I need some more information.
Regards,
Roberto Piacentini
National Instruments
Applications Engineer
www.ni.com/support