Answer is as below.
After consulting here http://code.google.com/p/powermock/issues/detail?id=278 , in fact Adder.add(12) above is part of setting up mock static method. It means when invoking Adder.add() with argument 12, IOException will be thrown. It is hard to understand, right? 🙂 So it should be written as below.
PowerMockito.mockStatic(Adder.class);
PowerMockito.doThrow(new IOException()).when(Adder.class);
Adder.add(anyInt());
EDIT:
Link is dead, try Internet Archive one instead.