Calling A User Defined Exception?

I know that I am not 100% comprehending try/catch blocks, but after scouring message boards, forums, and Oracle, I still can't pick out where I am going wrong.

I have a ValidateInput class where I am trying to check that a String only has letters. If not, then throw an exception message via JOptionPane. I created my own NonLetterException class. When I call the method containing the try/catch Eclipse gives me an Unhandled Exception Type error.

in main()
ValidateInput validate = new ValidateInput();
String name = "error";
for(int x = 0; x < 1;){
name = JOptionPane.showInputDialog("Welcome. What is your name?");
boolean isItName = validate.stringInput(name); //error appears at validate.stringInput
if(isItName)

[code]....

Aren't I handling it in the try/catch? What did I miss?

Also, I have have tried the NonLetterException class as nested in ValidatedInput, but also not nested. To me nested makes more sense. I have never nested classes before, but it makes sense to me because I am not using this exception in other parts of my program.