As written, the conversation is not correct. It would be correct if the second sentence were, "Not proceeding WITH this conversation would be nice." However, the sentence is very sarcastic and unfriendly. Basically, the first person asks how he or she could help the second person, and the second person replies that he or she would be happy if the conversation ended immediately.

The answer is not natural at all. "How can I help you?" "Thank you, but no thanks" or, "No thanks" I realize that the answere don't say "how", but the "no thanks" both acknowledges them and expresses the end of conversation.