You must encode url:
Response.Redirect("Login.aspx?ReturnUrl=" + HttpUtility.UrlEncode(HttpContext.Current.Request.Url.AbsoluteUri));
If you are using forms autentication, you can set authentication timeout to one minute less than your session timeout. Then you don't have to code this by yourself, because ASP.NET will redirect user to login page automatically after the timeout has expired.