This requires using Integration By Parts twice...
$\displaystyle \begin{align*} I &= \int{\mathrm{e}^{-2\,x}\cos{ \left( 3\,x \right) } \,\mathrm{d}x} \\ I &= \frac{1}{3}\,\mathrm{e}^{-2\,x} \sin{(3\,x)} - \int{ -\frac{2}{3}\,\mathrm{e}^{-2\,x} \sin{(3\,x)}\,\mathrm{d}x } \\ I &=...