If you want to execute server code upon a click in a link, then you should use the ASP.NET control <asp:LinkButton>
if it is LinkButton you can do it inside onclick event
<asp:LinkButton ID="MyLnkButton" runat="server" onClick="MyLnkButton_Click" Text="Click Me!">
protected void MyLnkButton_Click(Object sender,EventArgs e)
{
Response.Redirect("Default.aspx");
}