You don't need to use FOurier transforms for this problem. It is quite simple indeed, just go to the definition of the convolution of two functions, as was suggested here all along:
[tex]f\ast g=\int_0^tf(\alpha)g(t-\alpha)d\alpha[/tex]
Now just substitute your functions instead of g and f. Hint: inside the integral i would let g(t-alfa)=e^(t-alfa), it makes the integration process easier. You know how to integrate, right?