Start first by sketching out your feasible region. That is, the region bounded by, $y = a - x^2$ and $y = 0$ (noting $a$ is always positive).
You should get something that resembles a parabola with a maximum at $(0, a)$ and $x$ intercepts at $-\sqrt{a}$ and $\sqrt{a}$.
From there, you can choose your limits of integration appropriately. More specifically, choose (based on the graph) which values $x$ you want to integrate over and which values of $y$ you want to integrate over. Note that one integral should contain only constants.
For the denominator you should have,
$$\int_{-\sqrt{a}}^{\sqrt{a}}\int_{0}^{a - x^2} \ \rho(x,y) \ dy \ dx$$
Start by integrating the 'inside', $$\int_{0}^{a - x^2} \ \rho(x,y) \ dy\hspace{1cm}(1)$$
Then take what you computed in $(1)$ (we will call it $f$) and integrate it again, but this time wrt your limits of $x$,
$$\int_{-\sqrt{a}}^{\sqrt{a}} \ f \ dy\hspace{1cm}$$
Follow similar steps to compute the respective numerators.