server.transfer changing the url second time

Question

I am using asp.net 2.0, I do server.transfer from page 1 to page 2, the url remains same as page 1. Now I click a link in page 2 and that will transfer me to page 3. So, the url should remain same as Page 1 instead the browser now shows the url of page 2. Is that the expected behavior??

I was actually trying to hide the parameters from url.

1. I can't use response.redirect because I can't access the previous page here.
2. Then I tried using postbackurl but that will not work for me because when I need to save the data on the current page and then show the next page if no errors occurred. If data was incorrect or there were errors then I need to show user the same page.
3. Now I thought to try server.transfer, but that is showing the url of the previous page.

Can anybody point me in the right direction?