It is not necessarily to be called "DAOException". It is just a homegrown class which you use to hide the specific exceptions of the wrapped database communication API, like
JDBC or Hibernate. If you already have the class, just check if it extends Exception or RuntimeException, then the remaining is fairly self-explaining.
Also see this article:
http://balusc.blogspot.com/2008/07/dao-tutorial-data-layer.html (do not only scan the code/article, but also read the text).