For this course its most useful to have a program that does symbolic integration. I recommend maxima, which is a fairly simple completely free and open source program written (initially) in the 1960s at MIT. Download it for free from
Here are some maxima examples:
(%i2) integrate(x^2 + 1 + 1/(x^2+1), x);
                                          3
                                         x
(%o2)                          atan(x) + -- + x
                                         3
(%i3) integrate(sqrt(5/x), x);
(%o3)                          2 sqrt(5) sqrt(x)
(%i4) integrate(sin(2*x)/sin(x), x);
(%o4)                              2 sin(x)
(%i5) integrate(sin(2*x)/sin(x), x, 0, %pi);
(%o5)                                  0
(%i6) integrate(sin(2*x)/sin(x), x, 0, %pi/2);
(%o6)                                  2
William Stein 2006-03-15