URL- Exists or not

Question

In my web application , i have to validate whether url entered by user exists or not. say for e.g if user enters www.theurlnotexists.com - i have to display an error message incorrect url/domain not exists if user enters www.yahoo.com - i have to display an entered url is correct and store it in DB. how to find out whether url entered exists or not.? Thanks in advance Ananth