Try adding this as the first thing in your page load event:
Response.Buffer = true;
The other thing to be aware of is Response.Write doesn't work in the normal context of rendering ASP.NET like with master pages and all that, or inside of controls or in button click events. If you're using Reponse.Write, you need to be creating the entire correct html content for your output from top to bottom in sequence, you can flush as you go to render sequential pieces.
The setup page in mojoportal is a special case where Response.Write is usefull, response.Write would not work in other places in mojoportal without just screwing up the rendering.
Hope it helps,