Edit in JSFiddle

$(document).on('pagebeforechange', function(e, data){  
    var to = data.toPage,
        from = data.options.fromPage;
    
    if (typeof to  === 'string') {
        var u = $.mobile.path.parseUrl(to);
        to = u.hash || '#' + u.pathname.substring(1);
        if (from) from = '#' + from.attr('id');
        
        if (from === '#index' && to === '#second') {
            alert('Can not transition from #index to #second!');
            e.preventDefault();
            e.stopPropagation();
            
            // remove active status on a button, if transition was triggered with a button
            $.mobile.activePage.find('.ui-btn-active').removeClass('ui-btn-active ui-shadow').css({'box-shadow':'0 0 0 #3388CC'});
        }  
    }
});

External resources loaded into this fiddle:

<!DOCTYPE html>
<html>
<head>
    <title>jQM Complex Demo</title>
    <meta name="viewport" content="width=device-width, height=device-height, initial-scale=1.0"/>
    <link rel="stylesheet" href="http://code.jquery.com/mobile/1.4.0/jquery.mobile-1.4.0.min.css" />
    <script src="http://code.jquery.com/mobile/1.4.0/jquery.mobile-1.4.0.js"></script>    
</head>
<body>
    <div data-role="page" id="index">
        <div data-theme="a" data-role="header">
            <h3>
                First Page
            </h3>
            <a href="#second" class="ui-btn-right">Next</a>
        </div>

        <div data-role="content">

        </div>

        <div data-theme="a" data-role="footer" data-position="fixed">

        </div>
    </div> 
    <div data-role="page" id="second">
        <div data-theme="a" data-role="header">
            <h3>
                Second Page
            </h3>
            <a href="#index" class="ui-btn-left">Back</a>
        </div>

        <div data-role="content">

        </div>

        <div data-theme="a" data-role="footer" data-position="fixed">

        </div>
    </div>    
</body>
</html>