This paper describes an experiment of integrating three courses at the Brazilian Aeronautics Institute of Technology, within the Electronic and Computer Engineering Graduate Program on the 1st semester of 2011. A smart grids system was used as a Problem Based Learning (PBL) strategy together with an agile method and best practices within a project developed on three courses: CE-240 Database Systems Project, CE-245 Information Technologies, and CE-229 Software Testing. Students of these courses had to interact, in order to produce a prototype of a smart grids system, simulating a real project development. At the end, a survey among students has proved that the integration of practical exercises has provided higher levels of understanding and problem solving capabilities, improving students' knowledge. The survey also has shown that communication between students from different courses should be improved. The major findings of this paper were that the integration of the three courses was favorable by 83% of the surveyed students, and most students (73%) have considered that their knowledge was improved. Authors recommend the use of practical exercises, courses integration, and PBL to considerably increase the quality of electronic and computer engineering courses.