Sahih Bukhari Volume 2, Book 26, Hadith Number 630.
Narated By Abu Musa : The Prophet sent me to some people in Yemen and when I returned, I found him at Al-Batha. He asked me, “With what intention have you assumed Ihram (i.e. for Hajj or for Umra or for both?”) I replied, “I have assumed Ihram with an intention like that of the Prophet.” He asked, “Have you a Hadi with you?” I replied in the negative. He ordered me to perform Tawaf round the Ka’ba and between Safa and Marwa and then to finish my Ihram. I did so and went to a woman from my tribe who combed my hair or washed my head. Then, when Umar came (i.e. became Caliph) he said, “If we follow Allah’s Book, it orders us to complete Hajj and Umra; as Allah says: “Perform the Hajj and Umra for Allah.” (2.196). And if we follow the tradition of the Prophet who did not finish his Ihram till he sacrificed his Hadi.”