From your two posts, I think this is what you're trying to prove:
\int \int_R f(x + y) dA~=~ \int_{u = 0}^1 u f(u) du
where f is continuous on [0, 1] and R is the triangular region defined by the points (0, 0), (1, 0), and (0, 1).
Here are some thoughts that might be of help to you. Assuming for the moment that f is positive on its domain, the double integral represents the volume of the region above the triangular region. Normally, to calculate a volume like this, we might use either vertical strips (vertical in relation to the x-axis) of width \Delta x and length 1 - x (since y = 1 - x), and height f(x). This would be our incremental volume, or \Delta V. To get the total volume we would integrate on y, as y runs from 0 to 1.
Alternatively, we might use horizontal strips (in relation to the x-axis) that are \Delta y by 1 - y by f(y) to get \Delta V. To get the total volume, we would integrate on x, as x runs from 0 to 1.
In this problem, I think that the idea is that they want you to use diagonal strips. Instead of working directly with x or y, I think you want to work with u = x + y. All of the line segments parallel to the hypotenuse of your triangle are such that at every point on the line segment, u is constant. For example, on the segment between (1, 0) and (0, 1), u = 1, where u = x + y. On the segment that joins (1/2, 0) and (0, 1/2), u = 1/2. And so on.
Using this line of reasoning, the incremental volume element has dimensions (length of diagonal from x-axis to y-axis) X (width of strip = \Delta u) X (height = f(u) = f(x + y)). It's not too big a jump to recognize that you can get the total volume by integrating the incremental volume element from u = 0 to u = 1. If you can convince yourself that the length of each of these diagonal strips is u, then you're pretty well on your way with this problem.
One other thing: I assumed for convenience that f > 0 so I could think about the double integral as a volume. You won't be able to make this assumption, since we don't know this about f.