Best way to approach object construction errors?

[Mike Zornek]

I've created a class called university, it has a constructor which can
accept an id. If the id is sent during construction the constructor will
connect to a MySQL db to set all of the objects member variables to the
MySQl counterparts.

I'd like to include some error notification so if I send it an id and let's
say that record doesn't exist in the db I get some notification and can
write a message out to log (or screen). But what is the best way to do this?
Any recommendations? Tutorials? URLs?

~ Mike