Break parallel.foreach?

LoopState is certainly a great answer. I found the previous answers had so much other stuff that it was hard to see the answer, so here is a simple case:

using System.Threading.Tasks;

Parallel.ForEach(SomeTable.Rows(), (row, loopState) =>
{
    if (row.Value == testValue)
    {
        loopState.Stop();  // Stop the ForEach!
    }       
    // else do some other stuff here.
});

Use the ParallelLoopState.Break method:

 Parallel.ForEach(list,
    (i, state) =>
    {
       state.Break();
    });

Or in your case:

Parallel.ForEach<ColorIndexHolder>(ColorIndex.AsEnumerable(),
    new Action<ColorIndexHolder, ParallelLoopState>((ColorIndexHolder Element, ParallelLoopState state) =>
    {
        if (Element.StartIndex <= I && Element.StartIndex + Element.Length >= I)
        {
            Found = true;
            state.Break();
        }
    }));

You do this by calling using the overload of Parallel.For or Parallel.ForEach which passes in a loop state, then calling ParallelLoopState.Break or ParallelLoopState.Stop. The main difference is in how quickly things break - with Break(), the loop will process all items with an earlier "index" than the current. With Stop(), it will exit as quickly as possible.

For details, see How to: Stop or Break from a Parallel.For Loop.