I have Default.aspx page, which inherits from BasePage.cs, which inherits from System.Web.UI.Page. BasePage is where I do some common things every page must do upon loading
Probably you are calling the Response.Redirect method inside a try{}catch{} block, try it by calling outside of this block and you'll see that it will not fail.
More info:
http://www.velocityreviews.com/forums/t72105-responseredirect-in-a-trycatch.html
Hope this helps.