A Frame Challenge
I think that the premise of the question is slightly flawed: I do not think that the distinction between "exercises" and "problems" is one of difficulty—an exercise is not "easy" and an problem "hard". Instead, the distinction between the two is qualitative: exercises are meant to drill, while problems are meant to provoke thinking. This is even pointed out in the websited linked in the question.
It is entirely appropriate to describe this distinction to students. When a student is presented with an "exercise", they should expect that they should have a good sense of how to solve the problem from the start—the expectation is that an exercise will be an application of skills already learned. This does not mean that the exercise will be "easy". It might involve some tedious computation, or a subtle use of some technique already learned (e.g. I could come up with a very difficult integration by parts exercise by building a function which requires two applications of IBP, with the correct choice of "$u$" and "$v$" not being immediately obvious from the start—but such a problem would still be intended as practice with IBP).
On the other hand, if a student is presented with a "problem", the expectation should be that the difficulty of the problem is not the mathematical concept, but the process of getting to the point where whatever techniques have been learned in the class can actually be applied. Problems often require lateral thinking, translation from English to mathematics (e.g. "application" problems), or the integration of multiple ideas which have been taught in the class. A problem that I often give to my precalculus students, for example, is something like the following:
Let $\ell_1$ be the line given by $y = ax + b$, and $\ell_2$ be the line given by $y = -\frac{1}{a} x + c$; note that these lines are perpendicular. Let $P = (d,e)$ (with $(d,e)$ chosen so that $P$ is on one of the two given lines), and let $O$ denote the point where $\ell_1$ and $\ell_2$ intersect. Find two points $Q$ and $R$ so that $OPQR$ is a square.
In this problem, the constants ($a$, $b$, $c$, $d$, and $e$) are chosen so that the arithmetic is pretty simple. This is not a "hard" problem once you see how to set it up (by this point in the semester, they have seen vectors in plane, so the computation ends up being a little bit of subtraction to obtain the vector $\vec{v} = P-O$, swap the coordinates of $\vec{v}$ and make one of them negative to get $\vec{v}_{\perp}$, then compute $P+\vec{v}_{\perp}$ and $O+\vec{v}_{\perp}$). This is not a hard problem, but it does require some work.
NEVER Call a Problem Easy
Contrary to the other answers, I also think that it is a Bad Idea™ to make an attempt to describe the difficulty level of a problem, particularly if "easy" or "simple" or "routine" or "trivial" or anything like that is one of the possible difficulty levels.
The problem is that you will often have students who get tripped up by problems which you think are simple. Or you think that you have presented the students with a simple problem, and it turns out not to be that simple (for example, after introducing students to the change of variables formula ("$u$-substitution), I asked them to integrate something which involved a trigonometric substitution (in what I thought was a relatively simple and direct way)—I thought it was a very easy problem—but students lacked some of the necessary knowledge about trigonometric functions, and a large portion of the class thought the problem was very, very hard). If you call a problem "easy" and a student struggles with it, they are going to disengage.
I do think it is fair to give some estimate about how long you think it will take to get through a particular set of problems, and make it clear that if a student significantly exceeds that time, then they should talk to you (since it is possible that they are simply approaching the problems incorrectly, or that they are missing some prerequisite knowledge).
My Own Practice
In my own classes, I classify problems into three rough categories, with the categorizations related to Bloom's Taxonomy. From my syllabi:
[R] (recall; remember, understand, explain): Demonstrating R-level proficiency typically requires you to recall a definition, complete a short computation, or provide an example.
[A] (analyze; apply, evaluate, connect): Demonstrating A-level proficiency typically requires you to complete a more complicated computation, apply a definition or result to solve a problem, or use mathematical tools to solve a “real world” problem.
[S] (synthesize; create): Demonstrating S-level proficiency typically requires you to combine several ideas in order to solve a single problem—this could include writing a proof, solving more complicated “real world” problems, or using multiple tools (computers, theorems, etc) in order to generate results.
In the language of "problems" and "exercises", R questions are "exercises", S questions are "problems", and A questions are a mixture of both. But note that these levels are not a about *difficulty—the classifications are based on the kinds of thinking that students are expected to have to utilize in order to finish the problems. In general, R questions should probably be easy, and S questions might be nearly impossible (and I do set the expectation with students that they probably won't be able to solve S problems without help), but these are not hard-and-fast rules.