With IIS7 a new transfer method is available in the HttpServerUtility class. It's the TransferRequest method.
What this method is intended to do is behave like the HttpResponse.Redirect method without the penalty of traveling to the client and back.
I said "is intended to behave" because it still doesn't, like Luís Abreu found out in his first attempt to use this new method. Fortunately, Thomas Marquardt already knows about it and said they will fix it.
This problem that Luís ran into reminds us that there is still too much going on when you call TransferRequest that won't be if a Page Module is used. So, I guess they are still useful.