I am certain it can be done, because I wrote such programs for earlier TI models as a student. You will want to refer to your user's manual for the syntax of the programming language, and decide how you want the program to behave...you will want the program to prompt the user for the parameters, $a,b,n,f(x)$ and then you will need to take this input and use an algorithm based on Simpson's Rule to produce the output.
I would suggest a loop to evaluate the function at 3 successive points at a time, and keep a running sum, then after the loop, multiply the sum by the appropriate constant, which is given in front of the sum in the formula.
If you write your pseudo-code out, I'll be glad to look it over and make any suggestion for improvement or correction if needed. :D