How about this:
int returnint = 0;
try {
do {
System.out.println ("If you want to exit the program, press 0. To continue, press 1.");
if (!(returnint==1 || returnint==0)) {
System.out.println ("Invalid response. Please retry.");
}
returnint = Input.nextInt();
continue;
} while (returnint!=1 && returnint!=0);
} catch (Exception e) {
System.out.println("ERROR: " + e.Message());
} finally {
System.out.println("Exit. Return value was set to " + returnint);
}