[Plugin: Theme My Login] Something strange with Auto-Login script

I have placed the auto login script as per Jeff’s example. But the “New User Notification” emails aren’t being delivered to either admin or users. I have tried several hours to fix it, but it doesn’t work. When I omit the exit; from the code it did login the new user as well as send the notification e-mail, but the redirection was not happened at all. Could any one have any suggestion to solve that ? Thanks in advance.

function auto_login_after_user_registration( $user_id ) {
    wp_set_auth_cookie( $user_id, false, is_ssl() );
    wp_redirect( get_option('siteurl') . '/after-registration/' );
    exit;
}
add_action( 'tml_new_user_registered', 'auto_login_after_user_registration', 11 );

http://wordpress.org/extend/plugins/theme-my-login/