HI Rene,
It is simple. Just use the below code in your Data Provider Class's method.
RAISE EXCEPTION TYPE /iwbep/cx_mgw_busi_exception
EXPORTING
textid = /iwbep/cx_mgw_busi_exception=>business_error_unlimited
message_unlimited = 'Your message text'.
Check here for more details.
http://help.sap.com/saphelp_nw74/helpdata/en/F2/A126519EFF236EE10000000A445394/content.htm
Thanks
Krishna