Well, in any case, you won't find any substitutions since you don't have any "x" term multiplying the expression, therefore whatever you have in the exponent part can't be reduced. In other words, it wouldn't be as hard if your integral was something like:
<br />
\int_{-3}^{3}xe^{x^{2}}dx<br />
In this case if you let u=x2, then du=2xdx, and you could use substitution.
In fact there is no answer in terms of standard functions. What class/context was this for?