I would like to understand how the Page_Unload() is suppose to work. According to some research, the following is said:

The Page_Unload event happens when the page has finished being processed by ASP.NET, and before it's sent to the browser.

If that is true, then, why doesn't the following work:

    ' Perform any cleanup here!  
    Sub Page_Unload(ByVal Sender As System.Object, ByVal e As System.EventArgs)
        Response.Write("<SCRIPT>")
        Response.Write("alert(""The page has finished loading."")")
        Response.Write("</SCRIPT>")
    End Sub