Any type that you wish to throw or catch as an exception must be an instance of the Exception class. The simplest case is a new exception type directly below the root:

 data MyException = ThisException | ThatException
     deriving (Show, Typeable)

 instance Exception MyException

The default method definitions in the Exception class do what we need in this case. You can now throw and catch ThisException and ThatException as exceptions:

*Main> throw ThisException catch e -> putStrLn ("Caught " ++ show (e :: MyException))
Caught ThisException

In more complicated examples, you may wish to define a whole hierarchy of exceptions:

 ---------------------------------------------------------------------
 -- Make the root exception type for all the exceptions in a compiler

 data SomeCompilerException = forall e . Exception e => SomeCompilerException e
     deriving Typeable

 instance Show SomeCompilerException where
     show (SomeCompilerException e) = show e

 instance Exception SomeCompilerException

 compilerExceptionToException :: Exception e => e -> SomeException
 compilerExceptionToException = toException . SomeCompilerException

 compilerExceptionFromException :: Exception e => SomeException -> Maybe e
 compilerExceptionFromException x = do
     SomeCompilerException a <- fromException x
     cast a

 ---------------------------------------------------------------------
 -- Make a subhierarchy for exceptions in the frontend of the compiler

 data SomeFrontendException = forall e . Exception e => SomeFrontendException e
     deriving Typeable

 instance Show SomeFrontendException where
     show (SomeFrontendException e) = show e

 instance Exception SomeFrontendException where
     toException = compilerExceptionToException
     fromException = compilerExceptionFromException

 frontendExceptionToException :: Exception e => e -> SomeException
 frontendExceptionToException = toException . SomeFrontendException

 frontendExceptionFromException :: Exception e => SomeException -> Maybe e
 frontendExceptionFromException x = do
     SomeFrontendException a <- fromException x
     cast a

 ---------------------------------------------------------------------
 -- Make an exception type for a particular frontend compiler exception

 data MismatchedParentheses = MismatchedParentheses
     deriving (Typeable, Show)

 instance Exception MismatchedParentheses where
     toException   = frontendExceptionToException
     fromException = frontendExceptionFromException

We can now catch a MismatchedParentheses exception as MismatchedParentheses, SomeFrontendException or SomeCompilerException, but not other types, e.g. IOException:

*Main> throw MismatchedParentheses catch e -> putStrLn ("Caught " ++ show (e :: MismatchedParentheses))
Caught MismatchedParentheses
*Main> throw MismatchedParentheses catch e -> putStrLn ("Caught " ++ show (e :: SomeFrontendException))
Caught MismatchedParentheses
*Main> throw MismatchedParentheses catch e -> putStrLn ("Caught " ++ show (e :: SomeCompilerException))
Caught MismatchedParentheses
*Main> throw MismatchedParentheses catch e -> putStrLn ("Caught " ++ show (e :: IOException))
*** Exception: MismatchedParentheses