To show that U\cap W\neq\{(0,0,0)\}, you need to find some other vector (x,y,z) which belongs in both U and W where at least one of x, y, or z is not zero.
In other words, if (a, 0, a) = (c,d,c+2d), what equations can you set up to solve for a, c, and d? Do all three variables have to equal 0?