Since you're using the equation
<br />
\text{V}(\textbf{r})=-\int_{\mathcal{O}}^{\textbf{r}}\textbf{E}\cdot\tex t{d}\textbf{l}<br />
to calculate the potential, this implies that you have already computed the electric field, \textbf{E} for this configuration, correct? Now what you need to do is pick a reference point, that is to say a point where you are doing to define the potential to be zero (since only differences in potential have any physical significance, we are free to do this). Now you need to pick a path between the origin, \mathcal{O} an the general point \mathbf{r} where you want to know the potential. Because of the conservative nature of electric force, it doesn't matter which path you pick, you'll get the same answer, [bold]but you still have to pick some specific path to be able to do the calculation[/bold]. Now d\mathbold{l} is an infinitesimal displacement along this path.
Because of the cylindrical symmetry of the electric-field (which we're assuming you have already calculated, if not, you're dong to need to get on that first) a good choice for a path would be one that moves radially away from the wire until it has the same s-coordinate as the point your interested in, and then perpendicular to the wire. We choose this path because on the first part \mathbf{E} and d\mathbf{l} will be parallel so that
<br />
\mathbf{E}\cdot d\mathbf{l}=E ds<br />
and on the second part \mathbf{E} and d\mathbf{l} will be perpendicular so that
<br />
\mathbf{E}\cdot d\mathbf{l}=0<br />
Do you think you can compute the integral from here? (Remember what gabbagabbahey said and let 'a' be the radial component of your reference point)