Create the object - not correct data in the file ?

I have the text file, then I parse and create objects MyDocument (one row = one document). If row is corect then I create object MyDocument. But what I must do when row is not correct. The row can have 3 type of errors:
1.Not correct length of row
2.Not filled required fields in row
3.Field are filled by not correct data
Is a good to throw exception when I get one of this errors. Do I need to store this errors on separate class (MyObjectErrors extends Exception)?
So when row is correct I create the object MyDocument. Otherwise I NOT create object MyDocument and throw exception. Is this a good solution?

One question These 3 error you want together or what let me know i ll do that code n give you

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