Arildno really likes the hyperbolic function substitutions. Personally, I prefer trig substitutions, perhaps only because they were the first ones I learned.
We know, of course, that [itex]sin^2(\theta)+ cos^2(\theta)= 1[/itex] and, dividing through by [itex]cos^2(\theta)[/itex], [itex]tan^2(\theta)+ 1= sec^2(\theta)[/itex].
So if we let [itex]x= z tan(\theta)[/itex], [itex]z^2+ x^2= z^2+ z^2tan^2(\theta)= z^2(1+ tan^2(\theta)_= z^2sec^2(\theta)[/itex]. Of course, [itex]dx= z sec^2(\theta)d\theta[/itex] so the integral becomes
[tex]\int\frac{z sec^2(\theta)}{z^3 sec^3(\theta)}d\theta= \int \frac{1}{sec(\theta)}d\theta[/tex]
[tex]= \int cos(\theta) d\theta[/tex]
which is easy.
Since [itex]\theta= arctan(x/z)[/itex], the integral will eventually give [itex]sin(arctan(x/z))[/itex]. You can imagine that as describing a right triangle with legs x and z (x opposite the angle) so that the hypotenuse has length [itex]\sqrt{x^2+ z^2}[/itex] and [itex]sin(arctan(x/z))= \frac{x}{\sqrt{x^2+ z^2}}[/itex].