WPF: Cancel a user selection in a databound ListBox?

For future stumblers on this question, this page is what ultimately worked for me:
http://blog.alner.net/archive/2010/04/25/cancelling-selection-change-in-a-bound-wpf-combo-box.aspx

It’s for a combobox, but works for a listbox just fine, since in MVVM you don’t really care what type of control is calling the setter. The glorious secret, as the author mentions, is to actually change the underlying value and then change it back. It was also important to run this “undo” on a separate dispatcher operation.

private Person _CurrentPersonCancellable;
public Person CurrentPersonCancellable
{
    get
    {
        Debug.WriteLine("Getting CurrentPersonCancellable.");
        return _CurrentPersonCancellable;
    }
    set
    {
        // Store the current value so that we can 
        // change it back if needed.
        var origValue = _CurrentPersonCancellable;

        // If the value hasn't changed, don't do anything.
        if (value == _CurrentPersonCancellable)
            return;

        // Note that we actually change the value for now.
        // This is necessary because WPF seems to query the 
        //  value after the change. The combo box
        // likes to know that the value did change.
        _CurrentPersonCancellable = value;

        if (
            MessageBox.Show(
                "Allow change of selected item?", 
                "Continue", 
                MessageBoxButton.YesNo
            ) != MessageBoxResult.Yes
        )
        {
            Debug.WriteLine("Selection Cancelled.");

            // change the value back, but do so after the 
            // UI has finished it's current context operation.
            Application.Current.Dispatcher.BeginInvoke(
                    new Action(() =>
                    {
                        Debug.WriteLine(
                            "Dispatcher BeginInvoke " + 
                            "Setting CurrentPersonCancellable."
                        );

                        // Do this against the underlying value so 
                        //  that we don't invoke the cancellation question again.
                        _CurrentPersonCancellable = origValue;
                        OnPropertyChanged("CurrentPersonCancellable");
                    }),
                    DispatcherPriority.ContextIdle,
                    null
                );

            // Exit early. 
            return;
        }

        // Normal path. Selection applied. 
        // Raise PropertyChanged on the field.
        Debug.WriteLine("Selection applied.");
        OnPropertyChanged("CurrentPersonCancellable");
    }
}

Note: The author uses ContextIdle for the DispatcherPriority for the action to undo the change. While fine, this is a lower priority than Render, which means that the change will show in the UI as the selected item momentarily changing and changing back. Using a dispatcher priority of Normal or even Send (the highest priority) preempts the display of the change. This is what I ended up doing. See here for details about the DispatcherPriority enumeration.