You can easily solve this numerically in Mathcad 2000 using the Odesolve block (see the Resource Center/Overview and Tutorials/Solving Differential Equations). In earlier versions of Mathcad, use rkfixed or any of its cousins.
You can also solve this symbolically by hand by letting p=dy/dx, then d^2y/dx^2=dp/dx=(dp/dy)*(dy/dx)=p*dp/dy by the Chain Rule. So your ode becomes p*dp/dy=a/y, which integrates to p^2/2=a*ln(y)+b. Now replace p by dy/dx and integrate one more time.