I still want to know why you wouldn't just use a Redirect. It seem to me that leaving the original URL in the browser via a Server.Transfer could be a huge PITA and have many un-intended consequences... like what happens if the user refreshes the page?
DotNetKicks uses it in the Global.asax file, to handle error pages, you might want to check it out. About what happens when the user refreshes the page, nothing weird, the url in the address bar is requested again and the logic of the page begins from scratch, reissueing eventual Transfers or Executes.
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