I'd start by plotting x^2 + y^2 = |rx| on a plane. Since the second inequality has no z, it represents a cylinder with this curve as its base.
Once you've done that, you can decide whether to integrate (yes, if you do a triple integral the integrand will be 1) in rectangular coordinates or some other. Then choose the order of integration and set up limits.
If you are having trouble plotting that curve, show us how far you got, and what is stopping you.