PHP "Exception not found"

Extending @hakre answer you can simplify its usage with:

use \Exception as Exception;

That way you can throw exceptions without remembering the backslash like:

throw new Exception('This bundle needs the cURL PHP extension.');

The MZMailChimpBundle does not contain a class named Exception within the MZ\MailChimpBundle\Services namespace.

Because of that simple fact and as the error message that the exception should signal is related to an integration problem (check for the curl library) I assume that this is a bug.

The original has meant \Exception and not Exception here. It's a somewhat common mistake that can happen with namespaces. To fix the file, either alias/import \Exception as Exception:

namespace MZ\MailChimpBundle\Services;
use Exception;

and/or change the new line in MZMailChimpBundle/Services/MailChimp.php:

throw new \Exception('This bundle needs the cURL PHP extension.');

See as well the related question: How to use “root” namespace of php? and the one with the same Class 'Namespace\Example' not found error message: Calling a static method from a class in another namespace in PHP.