Reassure us and post a picture (this time a photo is acceptable; we must compromise now and then

).
Showing the right way doesn't help in this. But I can tell you where you go wrong ( as was already mentioned:
)
If you want to substitute an integration variable, in this case replace ##dy## by ##du##, you need to
- replace the bound of the variable to be substituted by the bound of the new variable: if ##y## runs from ##0## to ##\ \sqrt {4-x^2}\ ##, then ##u## runs from ##0## to ...
- eliminate ##y## completely from the expression, meaning you would end up with something like $$
\int\limits_{-2}^{\ 2} \ \int\limits_0^{\ \ ...} {x\over\sqrt{u}} \ {1\over 2 \sqrt{u-x^2}} \ du \;dx
$$
Which is equivalent to working from something that looks difficult to something that's nearly impossible.
Does your textbook in the preceding chapter have examples that bear some resemblance to the integral you are trying to evaluate in this thread ? In particular: an example or a discussion involving polar coordinates ?