How to stop event bubbling with jquery live?

The short answer is simply, you can't.

The problem

Normally, you can stop an event from "bubbling up" to event handlers on outer elements because the handlers for inner elements are called first. However, jQuery's "live events" work by attaching a proxy handler for the desired event to the document element, and then calling the appropriate user-defined handler(s) after the event bubbles up the document.

Bubbling illustration
(source: shog9.com)

This generally makes "live" binding a rather efficient means of binding events, but it has two big side-effects: first, any event handler attached to an inner element can prevent "live" events from firing for itself or any of its children; second, a "live" event handler cannot prevent any event handlers attached directly to children of the document from firing. You can stop further processing, but you can't do anything about processing that has already occurred... And by the time your live event fires, the handler attached directly to the child has already been called.

Solution

Your best option here (so far as I can tell from what you've posted) is to use live binding for both click handlers. Once that's done, you should be able to return false from the .MoreAppointments handler to prevent the .DateBox handler from being called.

Example:

$('.MoreAppointments').live('click', function(e) 
{
  alert("Hi");
  return false; // prevent additional live handlers from firing
});

// use live binding to allow the above handler to preempt
$('#CalendarBody .DateBox').live('click', function(e)
{
   AddApointment(this);
});

I've used such kind if code and it worked for me:

$('#some-link').live('click', function(e) {
    alert("Link clicked 1");
    e.stopImmediatePropagation();
});

$('#some-link').live('click', function(e) {
    alert("Link clicked 2");    
});

so, it seems to me, that now JQuery support stopImmediatePropagation with live events