Easy differentials question

Ok, I have having problems with the folloing:
http://www.physics.uc.edu/~simpson/pics/Desktop-Images/0.jpg
How exactly do I do this? I thought all I did, for example with the first du, was set up 2 integrals, one for the dx part, and one for the dy part. I then thought for (i) the dx integral would go from (a->x) and the dy integral would go from (b->y), then for (ii) I would integrate the dx from (b->y) and the dy from (a->x). To be honest though I am really pretty lost and any advice would be much appreciated.