OK, another "wits end" situation... Trying to CANCEL a 'Pending Approval' sales order via script or web service or workflow and just completely run out of trial and error options at this point.

Is this even possible or am I just going to have to suffice with Closing out all the line items?

Basically we have integration with an external approval system that we put the sales order into Pending Approval when it is created and then pull the order details to the external system where it is approved or rejected. We then write back to the sales order in a custom select either 'Approved' or 'Rejected'. For approvals it's easy, we just change the order status to Pending Fulfillment and everything is fine. However for rejections we want to immediately cancel the order but I cannot for the life of me find anything via script or web service to do this.