Creating customer Exception class

["Lim Hock-Chai" <Lim.Hock-Chai@xxxxxxxxxxxxxxx>]

would below be a good way to create a customer Exception class that contains 
application level error message?
 
public class MyException extends Exception {
    private String appLevelMsg;
 
    public MyException(String appLevelMsg, Exception ex) {
        super(ex);
        this.appLevelMsg = appLevelMsg;
   }
 
    public String getAppLevelMsg() {
        return appLevelMsg;
    }
}
 
 
Below would be how I'll be using it:
 
try {
    do something
}
catch (Exception ex) {
    MyException myEx = new MyException("Something wrong", ex);
    throw MyException;
}