I don't know what I'm doing wrong. I've already done integrals similar to this one that didn't give an error. But with this, the only thing that mathematica does is return the expression to me.

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    $\begingroup$ (Log[1+a*x]/a)^{2} is wrong syntax. Braces are used for lists. $\endgroup$ Commented Jun 29 at 19:12
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    $\begingroup$ Do you have a singularity that will cause problems? Have you tried plotting the function (giving a a suitable value)? $\endgroup$
    – mikado
    Commented Jun 29 at 19:45
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    $\begingroup$ Is the division by 1 followed by the addition of a*x what you intend or did you mean to divide by (1 + a*x)? $\endgroup$
    – Bob Hanlon
    Commented Jun 30 at 3:55