Handling Redirect exception with CustomErrors

As many of us know when you use Response.Redirect("page.htm").....it throws a  ThreadAbortException which i have never heard of a  good reason why it HAS to do this but i digress.
We have a customerrors tag in our web.config file
 <customErrors defaultRedirect="~/Error.aspx" mode="On"/>
 
The problem we are running into we are seeing is that its going to error.aspx even when we are catching the exception in the page but the user never sees the error page. Why is this happening? Its screwing our logic up.
 
So for example in Button_Click():
 Try
      ....event code
Catch ex as System.Threading.ThreadAbort

Catch ex
    HandleException(ex)

End Try

I put some code in our error page to write out a file and in fact, even when we catch the exception, the file is being written out. Doing Respons ...