Expanding terms within an expectation operator

Hi,

I'm looking at a proof on Wikipedia for Wiener deconvolution:

Wiener deconvolution - Wikipedia, the free encyclopedia

I understand the beginning:

http://upload.wikimedia.org/math/0/5...220b662dd8.png

After expanding the last line, it becomes:

http://upload.wikimedia.org/math/4/6...6d8b337be4.png

I can see where the first and the last lines come from (they are the squares of the first and second terms respectively). However, I haven't been able to get the two lines in the middle. What I get for the middle expansion is:

http://i661.photobucket.com/albums/u.../expansion.jpg

What have I missed?

Thanks.