Response.Write is not a good thing to use on ASP.NET pages.

[MMock]

Okay, that makes sense.

But what happens to things you would do in a Finally block if you are forsaking your exception handling? E.g...

            Try
                adapter.Fill(ds)
            Catch ex As Exception
                Throw New Exception(ex.Message)
                Exit Function
            Finally
                conn.Close()
            End Try

My conn will stay open?