I don't like this pattern of throwing exceptions

gistfile1.cs

        public DirectoryInfo GetDestinationFor(string fileName)
        {
            Log.InfoFormat("Getting destination for {0}", fileName);
            var result = paths.FirstOrDefault(x => x.Key.IsMatch(fileName));

            if (result.Key != null)
            {
                Log.InfoFormat("Destination for {0} is {1}", fileName, result.Value);
                return result.Value;
            }

            throw new FileDestinationPickerException(string.Format("Cannot find destination for '{0}'", fileName));
        }