For these examples to compile, you need to have the .NET Framework 3.5 installed. This framework is currently in beta, so beware when using this example. Although it's reasonable safe to assume it still works in the RTM version of .NET 3.5, things may have changed by the time RTM gets released.

To create an extension method that allows you to use the easier syntax, follow these steps:

1. Somewhere in your web project (in the App_Code folder or a separate Class Library project) create a new class file and call it MyExtensions.
2. Make sure that System.Web is in scope by adding a using statement for this namespace to the class file.
3. Wrap the MyExtensions class in a namespace called MyExtensionMethods.
4. Add the following Redirect extension method:

using System.Web;

namespace MyExtensionMethods
{
  public static class MyExtensions
  {

    /// <summary>
    /// Redirects a client to a new URL.
    /// </summary>
    /// <param name="response">The System.Web.HttpResponse 
    /// to which this method is added.</param>   
    /// <param name="newUrl">The target location containing a 
    /// composite format string.</param>
    /// <param name="args">A System.Object to format.</param>
    public static void Redirect(this System.Web.HttpResponse response, 
                    string newUrl, params object[] args)
    {
      HttpContext.Current.Response.Redirect(string.Format(newUrl, args));
    }

  }
}

5. Notice the keyword this in the method signature that makes this method an extension method.  The names for the namespace and static class are arbitrarily chosen so you can replace them with whatever makes sense to you.
6. In the class file where you want to use this method, add a using statement for the MyExtensionMethods namespace.
7. That's it. From now on, you can combine Response.Redirect and string.Format in a single call. The following figure shows how IntelliSense has picked up the new method, allowing you to easily use this new method:

A lot easier, if you ask me. Additionally, this method is super easy to discover. Instead of messing with static helper files, this method appears exactly where you need it: on the Response object.