It has been my experience that you cannot do this. Can't remember off the top of my head why not, but it seemed to me at the time something that would be easily accomplished. If it can be done, I would like to know as well.
Well I'm going to refer to MSDN on this one (if it can be trusted in light of earlier events!)<BR><BR>But it's really a question of when the Session.Close() event occurs. If it occurs before the connection to the client is terminated the you could possibly sent a Response.Redirect to the client, however I suspect (but again need to confirm) that the event that triggers OnClose is the actual termination of the connection.
I remember why I think you can't do this. On the Session_OnEnd event in the global.asa file, you only have access to three objects, those being the application, server and session objects. You don't have access to the response or (more importantly) the request object. Therefore you cannot redirect. My refernce is O'Reily's ASP In A Nutshell, which references an older version of ASP. This might have changed in V.3.0; I'm not sure.