to stop a dwarf you have to cancel the dwarf's job. The most reliable way to cancel a job to pick up an item is to forbid the item in question. You should familiarize yourself with the jobs (J) screen. It lists all dwarves and their current job, and if possible, the target item of that job, which you can then zoom to. There is an option here to remove (r) the dwarf from that job immediately (you can also do this from the units list iirc). However, some jobs, such as military jobs, cannot be canceled. To stop that dwarf you need to issue a move/station order to that dwarf. If the dwarf is engaged in combat, the dwarf may not obey that order, instead you must deactivate that dwarf, however this will cause them to flee (and possibly drop their equipment ?). A fleeing dwarf cannot be controlled, you can only hope he'll return to his burrow.
Regarding burrows, civilians will only take jobs for items that are also in the burrow. However, civilians will path outside the burrow if it takes them to a job in another part of the burrow, if that is the shortest path. Imagine a U shaped burrow with a dwarf at the right end and an item at the top on the left. The dwarf will walk straight to the item. However if you restrict the area outside the burrow and make entire U a high traffic zone, the dwarf will determine that following the high traffic zone is a better path than going into the restricted space.