I was wondering if there is an option that I can select somewhere that will tell the job "If correct media set not found, fail instead of writing" is this possible??
As ZeRoC00L says, if you manage your OPP properly, if the mounted tapes are not overwriteable, BackupExec should eject them and ask for another. You should be able to set the AutoResponse to "Cancel" rather than "OK" to do what you want to do.
If your jobs are overwrite, and if BackupExec sees a tape that has passed the OPP, then it will overwrite that tape, regardless of the media set that it currently belongs to