Exons are the regions of DNA within a gene that are not spliced out and which are retained in the final mRNA molecule. In many genes, each exon codes for a specific portion of the complete protein, however, not all exons in a given gene will end up in the final protein due to the process of alternative splicing. Some mRNA transcripts have no exons whatsoever and thus are sometimes referred to as non-coding RNA.
Exonization is the creation of a new exon, as result of mutations in intronic sequences.
Splicing can be experimentally modified so that targeted exons are excluded from mature mRNA transcripts by blocking the access of splice-directing proteins to pre-mRNA using Morpholino antisense oligos. This has become a standard technique in developmental biology.