You could do it yourself (thats what I did) - in order to not be bothered with exception handling, you simply extend the RuntimeException, your class could look something like this:
public class NotImplementedException extends RuntimeException {
private static final long serialVersionUID = 1L;
public NotImplementedException(){}
}
You could extend it to take a message - but if you use the method as I do (that is, as a reminder, that there is still something to be implemented), then usually there is no need for additional messages.
I dare say, that I only use this method, while I am in the process of developing a system, makes it easier for me to not lose track of which methods are still not implemented properly :)