Based on @DilipSarwate suggestion, we can write the integral as a double integral because: $\int f(y)dy = F(y)$ so, we can write:
$ \int_{-\infty}^{\infty} x (F(x + c) - F(x)) dx = \int_{-\infty}^{\infty} x \{\int_{x}^{x + c} f(y)dy\} dx = \int_{-\infty}^{\infty} \{\int_{x}^{x + c} xf(y)dy\} dx = \int_{-\infty}^{\infty} \int_{x}^{x + c} xf(y)dy\ dx = \text{based on the Fubini's Thm. since $f(y)\ge 0$ and we know that $\int |f|dp < \infty (why?) $, then we can change the order of integrals}\\ = \text{assume that we can show the integ. is eq to} = \frac{1}{2}(E(X^2)- E((X - c)^2)) = \frac{1}{2}(E(X^2) - E(X^2 + c^2 - 2Xc)) = \frac{1}{2}(-E(c^2) + 2cE(x)) = cE(x) - \frac{c^2}{2}$
The missing part here is to know how to show the integral of $\int_{-\infty}^{\infty} \int_{x}^{x + c} xf(y)dy\ dx$ is equal to $\frac{1}{2}\{E(X^2) - E(X^2 + c^2 - 2Xc)\}$ ?!