First, label your limits:
[tex]\int^{\theta=\pi}_{\theta=0}\int^{r=1}_{r=0} rdrd\theta[/tex]Then, integrate the inner-most integral and from there, integrate outwards, one integral at a time. So, in this case, integrate w.r.t.r first and then w.r.t.θ.
This is the first step in solving any integral. You should understand which variable relates to the limits, then make the following modification.:
[tex]\int^{\pi}_{0}\int^{1}_{0} rdrd\theta=\int^{\theta=\pi}_{\theta=0}\int^{r=1}_{r=0} rdrd\theta[/tex]
Next, break the integrals down, starting with the inner-most integral:
[tex]\int^{r=1}_{r=0} r\,.dr=answer[/tex]
[tex]\int^{\theta=\pi}_{\theta=0} answer\,.d\theta=final\;answer[/tex]
The way I would do this is to note that the integral gives the area between the x-axis and the curve [itex]y= \sqrt{1- x^2}[/itex] from x= -1, to 1. [itex]y= \sqrt{1- x^2} is the part of [itex]y^2= 1- x^2[/itex] or [itex]x^2+ y^2= 1[/itex]. That is, it is the area of a semi-circle of radius 1 and so is [itex]\pi/2[/itex]. <br />
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Of course, [itex]\int_0^\pi d\theta= \pi[/itex] and [itex]\int_0^1 r dr= 1/2[/itex], as you say, so the double integral is [itex]\pi/2[/itex].[/itex]