Use integration by parts. At this level, it's a technique you should already have met. Note that you will have to deal with an improper integral using limits (again, this is something you should have already met).

If you need more help, please show what you've done and state exactly where you're stuck in the calculation.

By the way, E(3X - 2) = 3 E(X) - 2 .... Perhaps calculating E(X) is slightly simpler for you to do.