If you're going to keep going in the more elegant direction, I wouldn't worry about integrating arctan first. It is a method that works, but takes a lot more work.
As for your other question, consider that your integrand is x(\arctan(x))^2 and you make the substitution u = \arctan(x) or alternatively, x = \tan(u). Now when making the substitution, there are three things you are going to need to account for, namely, the x, the \arctan^2(x) and the dx.
see if you can follow the following bit of arithmetic
\begin{align*}<br />
x \arctan^2(x) dx &= x u^2 dx & \text{ since } u=\arctan(x) \\<br />
&= tan(u) u^2 dx & \text{ since } x = \tan(u) \\<br />
&= u^2 \tan(u) (1+x^2) du & \text{ since } dx = (1+x^2) du \\<br />
&= u^2 \tan(u) (1+tan^2(u) )du & \text{ since } x = \tan(u)<br />
\end{align*}<br />
The tricky part now is realizing that there is an implicit derivative in here that will make integration by parts simple.