On the Dallas PHP User Group site, there's a quick post with a pointer to a presentation on PHP 5 exception handing.
If you're anything like I am, trying to figure out the "proper" use of exception handling w/out going overboard or under using it and don't come from a strict work environment of Java, this presentation is worth a read. It's all in HTML, so don't worry about external applications.
I recently came across a presentation explaining the uses of PHP5's exception handling in contract to Java's exception handling: http://www.andreashalter.ch/phpug/20040115/
The preentation covers the concept behind exceptions, why they exist, try/catch-ing, and, of course, how to use them in current versions of PHP...