How to properly store error messages and display them with OOP?

I have a class that I am using to initialize a form for editing. Once the form is submitted, data validation is done through the setters of my class. Good or bad input will be set in order to re-display them in the form. (Is this bad?) Everything works fine, but I am not too happy with how I am storing and displaying the error messages. Any suggestions on how I can improve?

Course.class.php [EDITED]

<?php
class Course {
    protected $_code;
    protected $_name;

    public function __constructor($id = NULL) {
        if (is_int($id)) {
            $this->_load($id);
        }            
    }

    public function getCode() { return $this->_code; }

    public function setCode($value) { $this->_code = $value; }

    public function getName() { return $this->_name; }

    public function setName($value) { $this->_name = $value; }

    public function _load($id) {
        // load record from database
    }

    public function save() {
        if (!this->hasErrors()) {
            // save record to database
        }
    }     
}
?>

I have looked around and many have suggest to use exceptions. However, I don't quite get how I can use them because wouldn't throwing an exception in one setter cause the subsequent setters from not being called?

http://stackoverflow.com/questions/1651964/oop-design-question-validating-properties http://stackoverflow.com/questions/5506033/validate-on-entry-or-before-saving

Here is how I am currently using my class:

edit_course.php [EDITED]

<?php
$filter = array(
    'hidSubmit' => FILTER_VALIDATE_BOOLEAN,
    'code' => FILTER_SANITIZE_STRING, 
    'name' => FILTER_SANITIZE_STRING
);

$c = filter_input(INPUT_GET, 'c', FILTER_VALIDATE_INT);
$course = new Course($c);
$code = $course->getCode();
$name = $course->getName();

$inputs = filter_input_array(INPUT_POST, $filter);
if ($inputs['hidSubmit']) {
    $code = $inputs['code'];
    $name = $inputs['name'];
    $valid = new CourseValidation($code, $name);
    if (!$valid->hasErrors()) {
        $course->setCode($code);
        $course->setName($name);
        $course->edit();
        refresh();
    }
}

require_once 'header_admin.php';
?>


<form id="editForm" name="editForm" action="" method="post">
<fieldset>
<legend>Edit Course</legend>
    <label>Code</label>
    <input type="text" name="code" value="<?php echo $code; ?>" maxlength="10" size="8" />
    <span class="error"><?php echo isset($valid) ? $valid->getError('code') : ''; ?></span>
    <label>Name</label>
    <input type="text" name="name" value="<?php echo $name; ?>" maxlength="45" size="25" />
    <span class="error"><?php echo isset($valid) ? $valid->getError('name') : ''; ?></span>
    <input type="submit" value="Save" />
    <input type="hidden" name="hidSubmit" value="1" />
</fieldset>
</form>


<?php
require_once 'footer_admin.php';
?>

Validation.class.php [EDITED]

<?php
class Validation {
    private $_errors = array();

    public function assertNotEmpty($value, $name, $message) {
        if (empty($value)) {
            $this->setError($name, $message);
        }
    }

    public function assertLength($value, $min, $max, $name, $message) {
        $length = strlen($value);
        if ($length < $min or $length > $max) {
            $this->setError($name, $message);
        }
    }

    public function getError($key) {
        return array_key_exists($key, $this->_errors) ? $this->_errors[$key] : '';
    }

    public function setError($key, $value) {
        if (!array_key_exists($key, $this->_errors)) {
            $this->_errors[$key] = $value;
        }
    }

    public function hasErrors() {
        return !empty($this->_errors);
    }
}

class CourseValidation extends Validation {

    function __construct($code, $name) {
        $this->assertNotEmpty($code, 'code', 'Enter a code.');
        $this->assertLength($code, 1, 10, 'code', 'The code you provided must be less than 10 characters.');
        $this->assertNotEmpty($name, 'name', 'Enter a name.');
        $this->assertLength($name, 1, 50, 'name', 'The name you provided must be less than 50 characters.');
    }
}
?>