How to handle user exception in thread

hi all
How to hanble user exception in thread
I cant throw any user exception here
what is the error
Thread threadConnection = new Thread(new Runnable() {
               public void run() {
                    try {
                         _connection = DriverManager.getConnection(strURL, strUser,
                                   strPassword);
                    } catch (SQLException sqle) {
                         String strMessage = "Error Connecting To Settlement Service Database";
                         String strCause = "Error Occured attempting to Connect to the Settlement Service Database.<br>";
                         strCause = strCause + "The JDBC Configuration is:";
                         strCause = strCause + "<ul>";
                         strCause = strCause + "<li>JDBC Driver : " + strDriver
                                   + "</li>";
                         strCause = strCause + "<li>JDBC URL     : " + strURL
                                   + "</li>";
                         strCause = strCause + "<li>JDBC User    : " + strUser
                                   + "</li>";
                         strCause = strCause + "<li>JDBC Password: (Masked) </li>";
                         strCause = strCause + "</ul>";
                         String strRecovery = "Please make sure the Settlement Service Database is running can be accessed.";
                         VFExceptionInfo vfExceptionInfo = VFExceptionInfoGenerator
                                   .generate(strMessage, strCause, strRecovery, sqle);
                         throw new DBAccessException(vfExceptionInfo);
                              //unhandle exception type DBAccessException
          threadConnection.start();

Who should catch the exception if it is thrown?
You need to signal the error in any other way. What should happen if the connection can't be established?
Kaj

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