There seems to be some confusion here. If the vase was all solid you would have trouble putting flowers in ! A difference of two volumes might be used to calculate the volumes of the sides of the vase, but what about the base ? Perhaps he just meant vase-shaped solid.
So lets assume we just have calculate the all solid volume since the main point of the question was to ask which integral formula to use.
Short answer: We use the concept of your first formula but adapted to be with respect to y.
V = pi∫[g(y)]^2 dy (see A2 below)
Imagine horizontal slices across this volume producing "elemental" circular discs centred on the y axis, each of thickness dy. (This reminds us that we are integrating with respect to y).
Although we can see that their areas are each pix^2, we want that in terms of y and since x^2 = y the volume integral is just V = pi∫y dy, with limits y = 0 to y = a^2
V = pi|(1/2)y^2| {y: 0 to a^2} = (pi/2)a^4
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
DISCS (RINGS) WASHERS AND SHELLS: The differences between these formulae.
DISC methods: with respect to x or with respect to y
A1) V = pi∫[f(x)]^2 dx.....................A2) V = pi∫[g(y)]^2 dy
Sometimes we need to calculate a volume as a difference between two volumes, based on the disc method, and the elemental volume (a large disc minus a small disc), is shaped like a washer, so although this is essentially the same method, it is referred to as the WASHER method.
Images are very helpful so I refer you to these two websites for the washer method.
http://www2.bc.cc.ca.us/resperic/Math6A/Lectures/ch6/2/washer.htm
See Example 2 in Paul's online notes
http://tutorial.math.lamar.edu/Classes/CalcI/VolumeWithRings.aspx
CYLINDRICAL SHELL methods: with respect to x or with respect to y
(volume element = circumference*height* thickness; e.g (2pix)*f(x)*dx)
B1) 2pi∫xf(x) dx .....................B2) 2pi∫yf(y) dy
For more images and an explanation of why and when we need the cylindrical shell method, see
http://www.stewartcalculus.com/data/CALCULUS%20Concepts%20and%20Contexts/upfiles/3c3-Volums-CylinShells_Stu%20.pdf
Regards - Ian