Why does order matter when catching exceptions?

Question

I had to answer this question with some code:

Suppose I wrote the following method specification:
public void manipulateData ( ) t

Answer 1

In Java you have to put the least inclusive Exception first. The next exceptions must be more inclusive (when they are related).

For instance: if you put the most inclusive of all (Exception) first, the next ones will never be called. Code like this:

try {
     System.out.println("Trying to prove a point");
     throw new java.sql.SqlDataException("Where will I show up?");
}catch(Exception e){
     System.out.println("First catch");
} catch(java.sql.SQLException e) {
     System.out.println("Second catch");
}
catch(java.sql.SQLDataException e) {
     System.out.println("Third catch");
}

will never print the message you'd expect it to print.