hello there
just make a substitution which forms a change of variable such that you get something much more simpler in which you are able to integrate, as for your double integral, once you have put the intergrand in the correct position you first integrate the inside then you will be left with one integral and then integrate the next, but for each integral you are only integrating with respect to one variable and so all other variables are treated as constants in the intergrand
take care
steven