That is a common issue people have working with IFrames. You'll have to utilize Javascript to fix it.
In your aspx page, instead of redirecting, add a javascript statement (you can inject it from code, or just add it to a literal control, or make it invisible initially)
The statement should be like so:
if (parent.document) { parent.document.location.href='http://yahoo.com'; }
This way, once your page come back, it'll force the redirect on it parent - the DNN page that contains an IFrame.