objection, overuled, exceptions.

Found a new neat tool to use in court, just started learning about it- exceptions, but wondering if I can get an answer of how its efficiently used from you guys.

an example. Judge enters a plea on my behalf(which is a high misdemeanor he's committing) and I object, then he overrules, then I say exceptions.

though, trying to really understand how exceptions work, can I get an example of how that tool can help in a situation like that?
If there's more to saying exceptions after an objection being overruled?

Thanks much, hope im not lack of better words.