Code:
import java.io.*;
import javax.swing.JOptionPane;

public class MyType
{
	public static void main(String[] args)
	{
		String strChoice, strTryString, strTryInt, strTryDouble;
		int choice, tryInt;
		double tryDouble;
		boolean done = false;

		while(!done)
		{
			try
			{
				String message = "What's My Type?" +
				"\n\n1) String\n2) Integer\n3) Double\n4) Quit the program\n\n";

				choice = Integer.parseInt(strChoice);

				if (choice<1 || choice>3) throw new NumberFormatException();
				else done = true;
			}

			switch(choice)
					{
						case 1:
							System.out.println("You are correct");
							break;

						case 2:
							choice = Integer.parseInt(strtryInt);

						case 3:
							choice = Double.parseDouble(strtryDouble);

						case 4:
							done = true;

					}
					return choice;

			catch(numberFormatException e)
			{
				outputLabel.setText("Try Again.");
			}

		}

	}
}