customErrors

I have the following in my web config file:

<customErrors mode="RemoteOnly" defaultRedirect="Error.aspx" />

Here is the code in the Error.aspx:

protected void Page_Load(object sender, EventArgs e)
{
Exception err = Server.GetLastError().GetBaseException();

this.lblMessage.Text = err.ToString();
}

If mode is set to RemoteOnly I still get the yellow screen of death.
If mode is set to Off I still get the yellow screen of death.
If mode is set to On I get the yellow screen of death that tells me to set
the mode to RemoteOnly or Off to see the actual error message.

Why the heck doesn't it direct to my Error.aspx page and show the error that
way?

--
-Demetri