It depends if it's a type 1 or 2. For type 1 you must calculate the integral by replacing the infinity by a variable and then calculate the limit using this variable. For type 2 with a discontinuity you must split the integral in two parts and then calculate the integral using the same way than for type 1.
I haven't calculated the indefinite integral myself, so I am not sure if yours is correct, but now your integral was the difference of that expression evaluated at b, as b goes to infinity, and that expression evaluated at 0.
The Fundamental theorem of calculus states roughly that [tex]\int^b_a f(x) dx = F(b) - F(a)[/tex] where F'(x) = f(x). So that evaluated at 0 part corresponds to the -F(a) part.