HttpContext.Current.Response.End() - Thread was being aborted

Hi
I allow our clients to download export files from my site. When they click on the Export button the application will create an export file with the data retrieved from the database. In the same process the application will then popup a dialog box to allow the user to save the file locally on their PC. All goes well until I enter the 'HttpContext.Current.Response.End()' process. This returns a 'Thread was being aborted' error.
Is it required to use 'HttpContext.Current.Response.End()' at the end of the download procedure. Else, any ideas as to why the command returns an error
Thanks
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