Step 1: Switch to the variable theta:
With $x = a\tan^2\theta$ the integrand becomes $\theta$, and the measure is $dx = 2a\tan\theta\sec^2\theta\,d\theta = d(a\tan^2\theta)$.
Step 2: Integrate:
So $I = \int\theta\,d(a\tan^2\theta) = a\theta\tan^2\theta - a\int\tan^2\theta\,d\theta$. Using $\tan^2\theta = \sec^2\theta - 1$ gives $\int\tan^2\theta\,d\theta = \tan\theta - \theta$.
\[ I = a\theta\tan^2\theta - a\tan\theta + a\theta + c \]
Option (B).
Final Answer:
Option (B).
\[ \boxed{\text{(B)}} \]