I don't believe you can catch that exception. To catch an exception, you need a try-catch block, which must be declared inside a method. The JVM calls main(), not another class, so where could you put try-catch? I guess, technically, the JVM would "catch" the exception by terminating your program and printing a stack trace, but it would do that anyway, so why type the extra code? The declaration is legal, but I don't think it's particularly useful.
Give a man a fish, he'll eat for one day. Teach a man to fish, he'll drink all your beer.
Cheers, Jeff (SCJP 1.4, SCJD in progress, if you can call that progress...)
It will be uncaught, and like Jeff said, the JVM will terminate your application. If you don't want this to happen, then you should catch any exceptions you are expecting within the main() method and handle them appropriately, to avoid your app abnormally ending. Kevin