Custom exceptions

So, let's say I want to register a custom exception which python code 
can catch, thusly:

try:
        doSomething()
except mymodule.MyException e:
        print e

Is there anything in boost python that makes setting this up easy? I've 
got a working exception translator and everything, but I don't see 
anything equivalent to putting 
"PyErr_NewException("mymodule.MyException", NULL, NULL)" into the system 
dictionary during module initialization.

Or am I just working too hard again?

--
Gavin Doughtie
DreamWorks SKG