In this article, we show how "Laplace Transform" may be used to evaluate variety of nontrivial improper integrals, including "Probability" and "Fresnel" integrals. The algorithm we have developed here to evaluate "Probability, Fresnel" and other similar integrals seems to be new. This method transforms the evaluation of certain improper integrals into evaluation of improper integrals of the corresponding Laplace transform, which in many cases are much easier.