Glad I could help...
Check out the Sun Java Tutorials:
Lesson: Exceptions (The Java™ Tutorials > Essential Classes)
The try Block (The Java™ Tutorials > Essential Classes > Exceptions)
Basically when there is an error, this is called an 'exception'. You can catch these exceptions in a try/catch block.
In the above code, when the code cannot parse the given value as an Integer, an error is generated. We have created the try/catch block to catch the NumberFormatException error which then prints "You have not entered an Integer!"
When the given value is an actual Integer, no error is created so nothing goes to the catch part of the code.