This works for me without throwing an exception:
package com.sandbox;
import java.text.ParseException;
import java.text.SimpleDateFormat;
import java.util.Date;
public class Sandbox {
public static void main(String[] args) throws ParseException {
SimpleDateFormat format = new SimpleDateFormat("yyyyMMdd");
Date parsed = format.parse("20110210");
java.sql.Date sql = new java.sql.Date(parsed.getTime());
}
}