How to throw an exception in a class library

I have 2 functions in a class library performing various things. I will make use of this dll in a form by instantiating it and calling the functions. How can I introduce a try catch block in my functions to throw any error that occurs if an error is encountered. I know you throw exceptions in dll's but not sure if I have to use the new keyword.

e.g

public function GetLastName(byval lastname as string)

try
--- body of the code

catch (ex as exception)


End function


Then, How will I handle this in my form calling this function.

Thanks.