Exception: Thread was being aborted

I have some code that enables users to download the contents of a DataGrid
as an Excel file. The following code snippet is the relevant part. It works
just fine - meaning specifically that the downloaded Excel file is what I
want.

The problem is that every time this code runs, my "catch all" exception
handler (an HTTP Module) catches the "Thread was being aborted" exception
(from System.Threadin g.Thread.AbortI nternal()).

What can I do to prevent that exception from being thrown? You can see that
the following code uses Response.End. is there a better way?
------------------- start of code snippet ---------------------

System.Web.Http Response response = System.Web.Http Context.Current .Response;

response.Clear( );
response.Charse t = "";
response.Conten tEncoding = System.Text.Enc oding.UTF8;
response.Charse t = "";
response.AddHea der("Content-Disposition", "attachment;fil ename=\"" +
filename + "\"");

// get the text of the rendered datagrid
string dgText;
using (StringWriter sw = new StringWriter())
{
using (System.Web.UI. HtmlTextWriter htw = new
System.Web.UI.H tmlTextWriter(s w))
{
// instantiate a datagrid
dg.RenderContro l(htw);
dgText = sw.ToString();
}
}

// set the response mime type
response.Conten tType = "applicatio n/vnd.ms-excel";
response.Write( dgText);
response.End();

------------------- end of code snippet ---------------------
Any ideas?

Thanks