stanford1463, how did you encounter this task? Is this exercise in some book? I have difficulty believing that this would have been put into a book, because that seriously doesn't look like a kind of integral one could actually calculate.
Or well... since the integration domain is bounded, one way to carry out the integration is to use Taylor series of the integrand, but I'm not sure if having the result in form of series, whose value we don't know in more explicit form, would be any better than having it in a form of integral (whose value is not known in more explicit form).
Well, anyway, like this:
<br />
\int\limits_0^1 dx\; e^{x^3} = \sum_{n=0}^{\infty} \frac{1}{n!}\frac{1}{3n+1}<br />
?