Trigonometric and Hyperbolic substitutions
So confused at this. I was sick when the class went through it and now I'm just looking at the questions with a blank face. :(
Right, so here's what they give us:
If for some constant a the integrand contains:
, let
with 
, let
with 
, let
with 
, let
with 
, let
with 
They have a sample solution that I can't even follow. :(

I get that 4 is 2^2, so 2 is a.
= }2\cos{\theta}\,d\theta})
Starting to lose track here. AFAIK, x should be 2 sin theta, though that doesn't explain why the 4 has been taken out.
= 
Confused by this stage. =|
= 
Confused.
= 
I'm pretty sure that's 2 times 2cos^2(theta), so I 'kinda' get this step. Still not sure how it got to this stage.
= 
Because
, 

= 
= ^2})
Therefore ^2})
So yes, I essentially have no clue about how they got there. :( Anybody feel up to trying to explain this to me?