Example

import java.io.*;

public class UseMyException {
  public static void main(String[] args) throws MyException, IOException {
    int min = 10, max = 30;
    BufferedReader br = new BufferedReader(new InputStreamReader(System.in));
    System.out.println("Input a number between " + min +
                       " and " + max + " included");
    int value = Integer.parseInt(br.readLine());
    if (value < min || value > max)
       throw new MyException("The value is not in the allowed interval");
    System.out.println("The value is in the allowed interval");
  }
}

The following is an example of a run of the program:

Input a number between 10 and 30 included
9
Exception in thread "main" MyException: The value is not in the allowed interval
  at UseMyException.main(UseMyException.java:11)

Note: If we had defined the class MyException as a subclass of RuntimeException, instead of Exception, then we could have avoided to indicate MyException in the throws clause of the definition of the main() method.