Try to draw a figure, to have an idea of the shape of E.
If you choose to integrate according to horizontal planes, then z varies between 0 and 4.
Express r in terms of z :
r = (1/4) √( 4 - z )
The bounds of your integral will be :
θ from 0 to 2π,
z from 0 to 4,
r from 0 to (1/4)√( 4 - z ).
End result, if I do no mistake, is 2π/15.