integration with infinity limit has problems

[webmasterpdx]

Whenever I try to do an integral from 0 to infinity, I seem to get an undef result and a very cryptic message.
e.g. int(e^(-a*x),x, 0,infinity)
The message is:
Undef/Unsigned Inf encountered in limit
No check were made for singular points of antiderivative -e^(-a*taylorx18)/a for definite integration in [0,infinity]

This shouldn't be a problem....what am I doing wrong?
Thx
-Donald