I am trying to run this Example #1 from this page: http://php.net/manual/en/language.exceptions.php
Quite old question, yet...
I had this problem as well (and that's how I found this post) but just simple experiment allowed me to find the solution. Just try changing Exception to \Exception. Worked for me!
EDIT:
As sivann pointed in the comments, using namespace should do the same thing. So simply put use \Exception as Exception; before your class declaration.