you can manage redirection using global events (in version 6.0):CMSRequestEvents
In case you are using 5.x version you will need to insert your code to the global.asax.cs file (somewhere into Application_BeginRequest event)
But in case the redirection you use is not working by default there will be something wrong in your project, because this functionality should definitely work. You may try to apply the latest hotfix for your Kentico project. It is possible that there was bug related to your issue fixed.