First choose a direction for u, along the z-axis. Then the integral is
$$ I = \int {1\over (x^2 + y^2 + A z^2 + B)^{5/2} } dx dy dz $$
Rescale z by $\sqrt{A}$ to get rid of A and restore rotational invariance.
$$ I = {1\over \sqrt{A}} \int {1\over (x^2 + y^2 + z^2 + B)^{2.5}} dx dy dz $$
Now you do find the B dependence immediately from rescaling x y and z by $\sqrt{B}$ (or from dimensional analysis-- B has units length squared):
$$ I = {1\over \sqrt{A} B} \int {1\over (r^2 + 1)^{2.5}} d^3r $$
The only thing undetermined is the transcendental factor, which is just a number. You evaluate it by doing it radially and doing a string of substitutions:
$$ \sqrt{A}B I = 4\pi \int_0^{\infty} {r^2\over (r^2 +1)^{2.5} } dr $$
first $u=r^2 + 1$ gives
$$ 4\pi \int_1^\infty {\sqrt{u+1}\over (u)^{2.5}} du $$
Then $v = {1\over u}$ makes it,
$$ 4\pi \int_0^1 \sqrt{1+v} dv = {8\pi\over 3}(2^{1.5} -1 ) $$
So
$$ I = {8\pi (2\sqrt{2}-1)\over 3 \sqrt{A}B} $$