Example

public static class RuntimeExceptionSubclass extends RuntimeException {
public RuntimeExceptionSubclass( String s ){
super(s);
}
}

public class Exemplo {
public void run() {
throw new RuntimeExceptionSubclass( "Problema" ); //$NON-NLS-1$
}
}

Solução
Estenda java.lang.Exception.

public static class ExceptionSubclass extends Exception {
public ExceptionSubclass( String s ){
super(s);
}
}

public class Exemplo {
public void run() throws ExceptionSubclass {
throw new ExceptionSubclass( "Problema" ); //$NON-NLS-1$
}
}