Asp Transfers

I have been playing with the Server.Execute and Server.Transfer as well
as server includes.
I know that these are not all the differences, but one of the
differences between Server.Execute and Server.Transfer is that
Server.Execute will include the file into the calling file and the whole
file (Calling file with the included file) will display. In
Server.Transfer, all the first file up to the Server.Transfer and the
whole file that is transfered to will display. In Server.Execute, the
first file is still in control whereas the page that we are transfered
to will be in control. Also, in the Server.Transfer the URL will
display the URL of the first page, including any "GET" form variables.
Is there a way to do what Server.Transfer does, except if we transfer to
another page - all display from the first page is dropped. This might
be for an error, where we decide there is an error and want to transfer
to an error page and not show any of the headers or data of the first page.