I have the code for this project, but how do I add this user-defined exception that I want?

Question

For a final VB.NET project, I have to write a project that ascends and descends a word or number chosen by the user. 
This is what I want to do:
I want to add a user defined error that will stop the program and tell the user to input a value into the program if they did not. I do not know how to do this. I think I would use a Null Reference exception. 
Here is the code for the project:
Module Module1 'VB.NET Final Project 12/30/14 . Option 3: Write a program to run two separate threads printing numbers or words (It can do both) in ascending and descending orders. The words have to be given by the user.
    Dim Ascending As System.Threading.Thread = New Threading.Thread(AddressOf PrintAscend) 'Two threads are declared,
    Dim Descending As System.Threading.Thread = New Threading.Thread(AddressOf PrintDescend) 'ascending and descending 
    Sub Main()
        Console.WriteLine("VB.NET Final Project 12/30/14 . Option 3: Write a program to run two separate threads printing numbers or words (It can do both) in ascending and descending orders. The words have to be given by the user.")
        Ascending.Start() 'starts first thread
    End Sub
    Sub PrintAscend()
        Console.WriteLine("Please type in a word to print in ascending order.") 'the program asks for users to input a word
        Dim input As String 'as a string
        input = Console.ReadLine()
        For i As Integer = 0 To input.Length - 1
            Console.WriteLine(input.Chars(i)) 'prints the letters of the word in ascending order 
        Next
        If Ascending.ThreadState = Threading.ThreadState.Running Then Descending.Start() 'starts second thread
    End Sub
    Sub PrintDescend()
        Console.WriteLine("Please type in a word or number to print in descending order.")
        Dim input As String
        input = Console.ReadLine() 'user inputs the word that he wants
        For i As Integer = input.Length - 1 To 0 Step -1
            Console.WriteLine(input.Chars(i)) 'prints the letters of the word in descending order 
        Next
        Console.WriteLine("Please press enter key to close the program, and thanks for your time.")
        Console.ReadKey()
    End Sub
End Module

Answer 1

Dejavu again?
Is your teacher instructing you to use a User Defined
error or do you just want to accept the user input, check it, give a message, and repeat?
It seems to me you are missing the basic program loop? This example checks the user input and then performs an action, then repeats. If the user enters Quit execution stops. Is that what you want to do?
Module Module1
Sub Main()
Console.Title = "Make a Decision"
Dim theline As String = ""
Do While theline <> "Quit"
Console.WriteLine(vbLf & "Enter a or b." & vbLf)
theline = Console.ReadLine()
Select Case theline
Case "a", "A"
Console.WriteLine(vbLf & ">> Result: You entered A.")
Console.WriteLine(vbLf & " ** Output Complete **" & vbLf)
Case "b", "B"
Console.WriteLine(vbLf & ">> Result: You entered B.")
Console.WriteLine(vbLf & " ** Output Complete **" & vbLf)
Case Else
Console.WriteLine(vbLf & """" & theline & """ is invalid.")
End Select
Loop
End Sub