Lambda the Ultimate

I have been a lurker on LTU and have already learned a ton. I am currently developing an in house DSL, and I have come across a problem to which I haven't been able to find resources.

I am currently implementing the DSL in an object oriented language (ok, its Java, don't boo and hiss). I am not entirely sure how I should be handling errors that arise in the DSL (syntax errors, semantic errors). Is it enough for a log file? Should I have a DSLerror class of some sort?

Sorry if this is a naive question. DSL construction is a fascinating (yet relatively new) topic for me.

Thanks,

Michael