Hello Mohammed,
with method NEEDS_CONFIRMATION you are triggering a confirmation popup. Depending on the user's choice the currently running FPM event is canceled or continued. So if you want the user to decide whether to stop the the "process" you are right in using NEEDS_CONFIRMATION. Nevertheless you should not issue any message there as it is called before the user decides if the process shalkl be stopped.
When the user decided to stop the process, the FPM event loop is cancelled and all involved UIBBs are informed about the cancellation via the method AFTER_FAILED_EVENT. This is the best place to issue a message.
To avoid nevigating to the error page you should use one of the IF_FPM_MESSAGE_MANAGER~REPORT* methods instead of IF_FPM_MESSAGE_MANAGER~RAISE_BAPIRET2_EXCEPTION.
If you simply want to cancel the request, without user decision it's much easier. Simply return FAILED from the PROCESS_EVENT method of the affected UIBB and issue the message via one of the IF_FPM_MESSAGE_MANAGER~REPORT* methods.
Best regards,
Christian