If P = (x,y) and if you call the center of the circle C you know that
[tex]\vec{OP}=\vec{OC} + \vec{CP}[/tex]
Since the wheel isn't slipping, you know the x coordinate of the center is the same as the arc of the wheel [itex]a\theta[/itex] and the y coordinate is a. So you can begin with
[tex]\langle x,y\rangle=\langle a\theta, a\rangle + \vec{CP}[/tex]
Now figure out the components of CP in terms of [itex]\theta[/itex]. It isn't difficult, especially if you write them in terms of the standard polar angle at the center C and use that go get it in terms of [itex]\theta[/itex].