WIX - Run custom action on installation cancellation

I'm wirintg an installer using WIX and I need to execute a custom action when a user press the "cancel" button.

I've created a custom action but I don't seem to find where to use that action.

Any ideas how can I do that?

Try something like:

<Custom Action="MyAction" OnExit="cancel">1</Custom>

OnExit="cancel" may fail if standard WIX UI is used (WIX assigns another action to "cancel" event). Action execution could be assigned to finish button in this case

<Publish Dialog="UserExit" Control="Finish" Event="DoAction" Value="MyAction">NOT Installed</Publish>