Using Response.Redirect, Response.End and Server.Transfer in Try Catch Finally block in ASP.Net

Here Mudassar Ahmed Khan has explained with an example, how to use Response.Redirect, Response.End and Server.Transfer in Try Catch Finally block in ASP.Net. Response.Redirect, Response.End and Server.Transfer functions raise ThreadAbortException whenever they are called inside Try Catch Finally block in ASP.Net.