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How to NSolve equation which involves NIntegrate?


Hi,
I need  a numerical solution for a system of equations which involve 
numerical integrals. For one parameter the equation would be:

f[a]==g[a]
     where
f[a_]:=NIntegrate[h[x, a] , {x, x1, x2}]

NSolve returns: "The integrand  has evaluated to non-numerical values".

Is there a built-in procedures for this type of problems or I need to 
make explicit iterations?

Thanks in advance,
--Ted






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