Global.asax Application_Error doesn't work with Integrated Mode

Question

Application_Error doesn't work with Integrated Mode but does work with Class Mode. I would to transfer request to error page using both Integrated Mode and Class Mode. Can this be done or I have to use HTTP module in order to support both modes?

 protected void Application_Error(object sender, EventArgs e)
 {
  if (Context != null && Context.IsCustomErrorEnabled)
  {
   Server.Transfer("~/Error.aspx", false);
  }
 }