Create a class and inherit that class with Exception class and override getMessage() and toString() methods.

Example:

class NoDataFoundException extends Exception
{
    public String getMessage()
    {
        return "Sorry! No Data Provided";
    }
    public String toString()
    {
        return "NoDataFoundException : Sorry! No Data Provided";
    }
}
public class Number 
{
    private int num;
    public Number()
    {
        num=-1;
    }
    public Number(int num) throws Exception
    {
        if(num<1) throw new Exception("Sorry! Number must be greater 
        	than 0");
        
        this.num=num;
    }
    public long factorial() throws Exception
    {
        if(num==-1)
            throw new NoDataFoundException();
        
        long f=1;
        for(int i=1;i<=num;i++)
            f=f*i;
        return f;
    }
}

class Test
{
    public static void main(String args[])
    {
       try
       {
            Number x=new Number();
            System.out.println(x.factorial());
       }catch(Exception ex)
       {
           System.out.println(ex.toString());
       }
    }
}