Data grid Response.Redirect error

I get this error when a button is clicked on my datagrid. Does anyone know what causes this? This is my custom error logger but it basically displays everything from the exception. The odd thing is the 'menu.aspx' page does load and the app seems to work fine, but I'd still like to know why this error is being thrown and caught.

SOURCE : mscorlib
MESSAGE : Thread was being aborted.
STACKTRACE : at System.Threading.Thread.AbortInternal()
at System.Threading.Thread.Abort(Object stateInfo)
at System.Web.HttpResponse.End()
at System.Web.HttpResponse.Redirect(String url, Boolean endResponse)
at System.Web.HttpResponse.Redirect(String url)
at contact911.messages.dgMessages_ItemCommand(Object source, DataGridCommandEventArgs e) in C:\Inetpub\wwwroot\contact911\secured\messages.aspx.vb:line 110
------------------------------







Private Sub dgMessages_ItemCommand(ByVal source As Object, ByVal e As System.Web.UI.WebControls.DataGridCommandEventArgs) Handles dgMessages.ItemCommand

try
Response.Redirect("menu.aspx")
catch ex as Exception
LogEx(ex)
end try

End Sub