You've made a number of very basic errors. First, and this may be what Vela was complaining about, it doesn't make sense to have a function equal to an integrand- what you meant to say, instead of F(x)= 3^xe^xdx was that the integrand was 3^x e^x dx or, equivalently that you were trying to find F(x)= \int 3^xe^x dx.
You make the same kind of error when you write "F(u)=U^n=(U^(n+1))/n+1". U^{n+1}/(n+1) is the integral of U^n, they are not equal. (Oh, and two minor things- "u" and "U" are not interchangeable and what you wrote, U^(n+1)/n+ 1 is equal to (U^(n+1)/n)+ 1, not U^(n+1)/(n+1).)
Most importantly, that "power rule" does not apply here. It applies to the variable to a constant power and what you have here is a constant to a variable power. And, of course, you cannot simply multiply by e^x as if it were a constant.
Instead, use the fact that 3^x= e^{ln 3^x}= e^{xln(3)} and write the integral, \int 3^xe^x dx, as \int e^{x ln(3)}e^x dx= \int e^{x ln(3)+ x}dx= \int e^{x(ln(3)+ 1)}dx.
Now, do you know how to integrate \int e^{ax}dx?