This week's giveaway is in the EJB and other Java EE Technologies forum. We're giving away four copies of EJB 3 in Action and have Debu Panda, Reza Rahman, Ryan Cuprak, and Michael Remijan on-line! See this thread for details.
It is not necessarily to be called "DAOException". It is just a homegrown class which you use to hide the specific exceptions of the wrapped database communication API, like JDBC or Hibernate. If you already have the class, just check if it extends Exception or RuntimeException, then the remaining is fairly self-explaining.