Always draw a graph it helps you see the volume that you are trying to find.

The equation is a circluar cylindar of radius 1 centered on the y axis. It's bottom is the xz plane(y=0) and it is cut by the plane .

To find the volume I want to use cylindrical coordinates, but since the cylindar is tipped over lets use this change of coordinates.

Now we get the integral

You could have also set up a double integral using the same idea where y is your height function.

I hope this helps.

Good luck.