Best way to do such a thing is by slicing as normal, but instead of taking slices perpendicular to the x-axis, you will need to take slices perpendicular to y=x. Parametrising the curve you want to rotate is the way to go as you'll see:
e.g. to find the volume of rotating y=x^2 (0 < x < 1) around y=x:
y = x^2 may be parametrised as: (t,t^2) (i.e. any point that lies on y=x^2 can be represented as (t,t^2) ).
The distance between (t,t^2) and the line x - y = 0 is d = |t - t^2|/sqrt(2) (from the 2U distance formula), so:
volume = I {0 -> 1} pi * (t - t^2)^2 / 2 dt (note that the limits of integration are 0 to 1 since your integrating each slice from t=0 up to t=1). You can solve the integral yourself.
Challenge: See if you can find the volume of y=x (0 < x <1) rotated around y = x^2. Don't worry about solving the integral if it is difficult.
Hint: You should end up with some banana like shape.