Sometimes my players accidentally get ahead of me when they are excited. Example: I make an axe from the materials and use it to chop down the tree. The problem is that the player rushes to chopping down a tree before I can dictate the outcome of even making the axe. How can I stop this from happening?
You're not going to stop the players from going a step ahead sometimes, or several steps. To stretch your example a bit, consider that one day even making the axe will be a step ahead, because you'll want to dictate the result of gathering the materials. Your players won't know where a step too far is, since they're not psychic or omniscient.
You need to accept this will happen and take it in the flow of things, and just work out how to respond when it does happen.
So what do you do when they do go a step too far?
Rewind a little, back to where you need to take action from. Nothing has actually necessarily happened yet that needs to be retconned. Consider what they've said as an announcement of things they want to do, not things that have already happened. Now you talk with them through the process of how they'll do it.
Player: I'm going to make an axe from those materials, and chop down the tree! [reaches for dice]
You: Okay, so for the axe itself, what are you going to make it from? (discuss the details, work out or announce what kind of roll it will be, etc.)
You can just naturally respond like this. Depending on your players' dispositions and what they're used to, you may want to mention or explain the need to take a step back to this point.
If they're talking about doing yet more stuff, or about to roll, you can ask them to hold on to give yourself some space to talk. Often it's worth just letting them talk though, since they'll be showing you the bits they consider fun and want a dice roll for. Making them roll for the axe itself might just be boring; I'll talk about that in the next section.
If they've already rolled, you can return to the axe thing anyway. If they roll well, it's up to you and your group to work out whether it should be kept or rerolled. See How to deal with players rolling dice before establishing the context of the action? for some advice on how to handle this kind of situation.
It ought to go without saying, but if the middle parts you need to resolve might make them want to change their course of action, let them. I advise against any form of punishing them for stepping ahead (like making their axe fall apart because they didn't roll to craft it first or whatever), because that's kinda just being a passive-aggressive jerk to them for their failure to read your mind.
Just going with it is often also a good option.
If they're already going ahead, consider skipping what you were going to ask them to do in the middle, and just assume they succeed.
The players are telling you where the excitement is, and what portion of the action they want to focus on: chopping down a tree! Take those signals and go straight to telling them how chopping down the tree will get resolved.
The axe-making itself may just be boring and unnecessary, or even a source of disappointment and a show-stopper if it fails. In the name of fun, you can leave out that detail. If there's important stuff, though, like plot-critical details—the materials, when assembled, form the Howling Axe of She Who Devours—by all means, say so.
Four solutions spring to mind:
Interrupt your players. "Hold on, you need to roll [whatever] to make an axe first". This is a slight backtrack for a player who already imagined to be chopping down a tree, but shouldn't be too much of a pain.
Have them fail. "The crude axe you improvised falls apart when you strike the tree. Perhaps you need to put more effort and thought into creating one?" A subtle in-universe hint that "hey, you can't just conjure an axe outta nowhere, chum, not without an Arts and Crafts roll".
Ask questions. "Hold on, how exactly do you make an axe?" Have the player elaborate on techniques and materials used, and if there's an appropriately tricky moment, put the roll there.
And finally my personal favorite... Just let 'em have the axe. It's quite likely your players are doing this because they don't think making an axe (or whatever they're doing) is a notable challenge so they simply assume it succeeds. Drawing attention to the scene where they fashion the axe might be distracting them from the more crucial tasks of being awesome - at worst it'll feel like an unnecessary hurdle. As even the lowest-level 4e adventurer is beyond normal, indeed they shouldn't have any trouble with simple tasks like that - they would have a functional axe at some point anyway.