Hi Winnie, to make sure you are completely clear regarding your question:
If YOU unilaterally cancel a Loan Pre-Approval, whether it has been completed or is in-process, this action WILL NOT negatively affect your credit score. Furthermore, Brokers/Banks/Lenders DO NOT report failed loan applications to the 3 Credit Bureaus (Equifax, Experian, TRW). Speaking of which, be aware that lenders us a "tri-merge" credit report, typically using the middle score for qualifying. For more Credit Score tips and understanding see: http://docs.Steven-Anthony.com/SAR-YourCredit.pdf
Technically, within three days of receiving a full application, a mortgage Broker must provide a Good Faith Estimate/Truth-in-Lending form, or a Statement of Credit Denial (SOD) specifying why you did not qualify. The SOD cancels the Pre-Approval process, which is only sent to the loan applicant. See a SOD example here: http://docs.Steven-Anthony.com/SODexample.pdf
Please also note a that a Lender's Pre-Approval is in fact a CONDITIONAL commitment, being subject to an Appraisal, clear title, and the final LOCKED interest rate (since this can change debt-to-income ratio) and overall final Underwriting of your file (for prior-to-documentation and prior-to-funding conditions).
What has been said regarding the 30-day period is true; within this timeframe your credit score will not be negatively affected, outside if this window it will (5 to 10 pts per pull).