Server.Transfer takes the control execution of the page to 
the new page and thereafter it doesnt return automatically 
to the original page.

The transfer happens at the server side and the client 
browser is not aware of the change and hence will not 
update the URL.

Server.Execute actually executes the specified page and 
then returns back to the original page. This can be used in 
scenarios where you want to go to a specific page, execute 
some thing and then come back to the original page.