You should probably read the Page Lifecycle Overview for more info.
This little bit should help clear up the difference:
Note that when an event handler is
created using the Page_event syntax,
the base implementation is implicitly
called and therefore you do not need
to call it in your method. For
example, the base page class's OnLoad
method is always called, whether you
create a Page_Load method or not.
However, if you override the page
OnLoad method with the override
keyword (Overrides in Visual Basic),
you must explicitly call the base
method. For example, if you override
the OnLoad method on the page, you
must call base.Load (MyBase.Load in
Visual Basic) in order for the base
implementation to be run.
and
Pages also support automatic event
wire-up, meaning that ASP.NET looks
for methods with particular names and
automatically runs those methods when
certain events are raised. If the
AutoEventWireup attribute of the @
Page directive is set to true, page
events are automatically bound to
methods that use the naming convention
of Page_event, such as Page_Load and
Page_Init.
The OnLoad is part of the page and is always called. You don't need to have a Page_Load method which is just optional extension of the event.
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