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I try to make the following integration in mathematica 6 and I get back the same expression with the integration symbol next to it. Why?

Integrate[exp[-k*z]*BesselJ[0, k*a]* BesselJ[1, k*a], {k, 0, Infinity}]

Integrate[Sin[k], {k, 0, 1}] however gives the correct answer.

Not that it matters, the equation comes in one of Jackson's problems and I have seen solutions on the net that seem to make a jump to the solution saying 'using Mathematica...'