This is a first order linear ODE. (At least for y = 1.)

dz/dx - (2x + x^2)z = x

If you can't think of any other way, you can always find an integrating factor. The equation is in the form

z' + P(x)z = Q(x)

so the integrating factor will be of the form:

exp[ (integral) P(x) dx ]

-Dan

Edit: This leaves one heck of an integral to try and solve, though. You might do better to do a series solution...