How do I use exception handling ?

sorry for the example,

....
import PySQLPool
connection = PySQLPool.getNewConnection(username='root', password='123456', host='localhost', db='mydb')
query = PySQLPool.getNewQuery(connection)
try
   query.Query('select * from table')
   for row in query.record:
     print row['column']
except Exception, e :
   ...

Do you have any exception class for the module that can I use instead of the generic "Exception" class