Define the precision you want (eg. FIX 4, SCI 9, and so forth), through the MODE key. Be sure to be in the Approx mode (MODE CAS menu)

Type the lower limit (a number)

Type the upper limit (a number)

Type the equation (either through the EQW editor or as an algebraic equation enclosed in single quotes)

Type the integration variable (usually X), enclosed in single quotes. If you hit the X key and then ENTER, you're done (unless X is a variable, in which case it returns its value; in this case, use explicit single quotes).

Type the integral command (on my HP-49g+ it's on the TAN key, to be hit after the red right shift).

Wait for the answer.

In the VAR menu (hit the proper key), you see the IERR variable, that yields the error of the calculation.

Hope this will help.

-- Antonio

*Edited: 24 Jan 2007, 4:59 a.m. after one or more responses were posted*