I get exception when using Thread.sleep(x) or wait()

You have a lot of reading ahead of you. From compiler errors through exception handling, threading and thread interruptions. But this will do what you want:

try {
    Thread.sleep(1000);                 //1000 milliseconds is one second.
} catch(InterruptedException ex) {
    Thread.currentThread().interrupt();
}

As other users have said you should surround your call with a try{...} catch{...} block. But since Java 1.5 was released, there is TimeUnit class which do the same as Thread.sleep(millis) but is more convenient. You can pick time unit for sleep operation.

try {
    TimeUnit.NANOSECONDS.sleep(100);
    TimeUnit.MICROSECONDS.sleep(100);
    TimeUnit.MILLISECONDS.sleep(100);
    TimeUnit.SECONDS.sleep(100);
    TimeUnit.MINUTES.sleep(100);
    TimeUnit.HOURS.sleep(100);
    TimeUnit.DAYS.sleep(100);
} catch (InterruptedException e) {
    //Handle exception
}

Also it has additional methods: TimeUnit Oracle Documentation

Have a look at this excellent brief post on how to do this properly.

Essentially: catch the InterruptedException. Remember that you must add this catch-block. The post explains this a bit further.