Integral membrane proteins must have R-groups, for the amino acids which are inserted in the membrane, that can interact with lipids. These would be hydrophobic R groups. Since the membrane crossing involves about 20 amino acids, look for that many hydrophobic R groups in a row.
Work Step by Step
The key here is to see the unique properties of membranes/their lipids. These are mostly hydrophobic, so the proteins inserted in them must have hydrophobic properties to exist in the membrane.