Hi Ioana,
Based on what you explain, I'm assuming you are already using a dashboard extender rule to evaluate the values of the combo boxes and determine the message and what data export.
If that's the case I believe the only step you might be missing is, in case of no check boxes being selected, to update the selectionChangedTaskResult object returned by the dashboard extender so it cancels the Navigation Action.
You can do that by updating these settings:
Dim selectionChangedNavInfo As New XFSelectionChangedNavigationInfo()
Dim selectionChangedTaskResult As New XFSelectionChangedTaskResult()
selectionChangedTaskResult.ChangeSelectionChangedNavigationInDashboard = True
selectionChangedTaskResult.ModifiedSelectionChangedNavigationInfo = selectionChangedNavInfo
Return selectionChangedTaskResult