[powershell] When should I use Write-Error vs. Throw? Terminating vs. non-terminating errors

Looking at a Get-WebFile script over on PoshCode, http://poshcode.org/3226, I noticed this strange-to-me contraption:

$URL_Format_Error = [string]"..."
Write-Error $URL_Format_Error
return

What is the reason for this as opposed to the following?

$URL_Format_Error = [string]"..."
Throw $URL_Format_Error

Or even better:

$URL_Format_Error = New-Object System.FormatException "..."
Throw $URL_Format_Error

As I understand, you should use Write-Error for non-terminating errors, and Throw for terminating errors, so it seems to me that you should not use Write-Error followed by Return. Is there a difference?