Somewhat like error handling...exceptions are intended to capture system exceptions...
Not sure what one looks like in PHP as I haven't used exceptions there yet...but the idea is you prevent your application from fatally crashing by handling an exception...
In PHP...perhaps you could use an exception to handle using a SQL resource which isn't valid (connection failed, etc)
You cannot use exceptions for handling parsing errors, as these are typically caused by syntactical errors, which do not throw exceptions...but don't quote me on that...PHP might
Going back to the SQL connection example...you could also just use traditional if/else type checks on your data, but the idea behind exceptions is also to make error checking less convoluted...
For example, typically, you could check every return value using an IF statement but that would lead to some bloated code, it's easier to wrap an entire section of code inside a try/catch block and when something chokes...have a single exception handler deal with the problem instead of 10 if/else statements...
This has the negative side effect of not being able to always determine *what* exactly went wrong, whereas if/else checks you can print error information specific to exactly what went wrong...
Exceptions, as I've already said (although I can't think of an example in PHP) are useful in catching system generated errors...
For instance in C++ you often use exceptions when dealing with pointers...
Checking that every single pointer is valid would be over kill, but a NULL pointer will almost certainly choke your application...wrapping your pointers up in a single try/catch could possibly allow your application to recover somewhat and atleast give a warning, allow your users to make nessecary changes and exit and try again...
HTH
p.s-This is post 1,000 I do believe
Cheers