This study investigates the common difficulties that students in introductory physics experience when solving problems involving integration in the context of electricity. We conducted teaching-learning interviews with 15 students in a second-semester calculus-based introductory physics course on several problems involving integration. We found that although most of the students could recognize the need for an integral in solving the problem, they failed to set up the desired integral. We provide evidence that this failure can be attributed to students' inability to understand the infinitesimal term in the integral and/or failure to understand the notion of accumulation of an infinitesimal physical quantity. This work supports and extends previous research on students' difficulties with integration in physics. (Contains 6 figures.)