I would apreciate if someone could tell me wether this is true or false, or any advice on how to prove it or disprove it:
Let $f$ be a positive measurable function over $(X,S)$ where S is a $\sigma$-field.
If $\int fd\mu< +\infty $ where $\mu$ is a measure then :
$$\forall E\in S:\mu(E)=+\infty \Rightarrow \int_{E}fd\mu=0$$
Let $X= \mathbb{R}$ with the usual $\sigma$-algebra, then $e^{-|x|}$ is a counterexample.