ASP.NET Response.Redirect( ) Error

Here is my code:

try
{
    Session["CuponeNO"] = txtCode.Text;
    txtCode.Text = string.Empty;
    Response.Redirect("~/Membership/UserRegistration.aspx");
}
catch(Exception ex)
{
   string s = ex.ToString();
   lblMessage1.Text = "Error Occured!";
}

I am getting an error, even though it redirects after catch.

Here is the error:

"System.Threading.ThreadAbortException: Thread was being aborted.\r\n at System.Threading.Thread.AbortInternal()\r\n at System.Threading.Thread.Abort(Object stateInfo)\r\n at System.Web.HttpResponse.End()\r\n at System.Web.HttpResponse.Redirect(String url, Boolean endResponse)\r\n at System.Web.HttpResponse.Redirect(String url)\r\n

Can anyone tell me why this error is occurring?