Expectation of a maximum function (Option pricing)

Question

I have a question regarding expectation of a maximum function.

How do I solve;

$E[\max(S(T)-K, 0)]$

where $K$ is a constant and $S(T)$ is defined as,

$S(T)=S(t)e^{(r-\sigma^2/2)(T-t)+\sigma(W(T)-W(t))}$

$W$ is a brownian motion.