Multivariate Distribution function

Hello all i am having trouble breaking down this question. Anyone can help is much appreciated:

Let **X** = (X,Y) and is **N**(0, "summation sign") with "summation sign" :

| 1 p |

| p 1 |

Write an integral expression for P(**X **"subset sign" D) where D is a set on the plane. Evaulate it for D = {(x,y) : x <= y} by using the theorem:

If **X **is a multivariate Normal N (**u**, **"summation sign**") then **aX** is (**au, a"summation sign"a"transpose sign**")

Im not too sure about the theorem bit which i stated above cause there might have been a typo in the book.

Incase it is too vague there are hints given that says:

The whole idea is to Transform X and Y into standard normal variables (the formula for Z which is used to look up in the normal distribution table) so it can be used to find out the the probability of P(X,Y <= 0).

oh and **u** is the mean ie the "mean sign"

Thank you!!