You are correct that you have to calculate
[tex]\int_{-\infty}^\infty |x| e^{-|x|} \, dx[/tex]
however you are making the step to partial integration too fast. You have two pairs of absolute value signs in your integrand, which you should get rid of first (hint: how can you write |x| e^{-|x|} without absolute value signs when x > 0? And when x < 0?).
When you then do the partial integration you need to evaluate an expression such as the one you had, but between different boundaries which give no problems anymore.