Hi Mohammad,
Yes there is a System feature also, Go to Administration --> System initialization --> General Settings
Under General Setting click on Cost Accounting Tab, In Cost Accounting Tab click on Browse button near Distribution rule where you can set Block Posting.
By doing this it will block the document when it exceeds the budget set.
Another way is to block through SP.
Hope this clears to you. Let me know if you need further info.
Thanks,
Harshal