Validating Textboxes Using Exceptions?

I am trying to learn a bit of input validation, using exceptions and so on. I have a form with 3 textboxes: txtDay, txtMonth, txtYear, and a button cmdValidate.When cmdValidate is clicked I want to validate the textboxes to ensure there is no blank or non-numeric input but also that the date entered is a feasible one (i.e. day has to be between 1 and 31, month 1 and 12 etc).Now I know how to do this using nested If/Then/Else statements (If txtDay.Text = "" Then, Else If Not IsNumeric(txtDay.Text) blah blah) but I was told that using Exceptions would be a preferred, cleaner approach.As far as Exceptions go, I have a basic understand of Try/Catch/Finally but do not know how to catch the specific errors I listed above.