For the first one - You can use rectangular coordinates to get, perhaps, a closer feeling of what's going on:
The cone is $\;z=\sqrt{x^2+y^2}\;$, the sphere is $\;x^2+y^2+z^2=1\;$. You can restrict yourself to the what happens in the first octant and then multiply by four due to symmetry ( draw it if this helps):
$$\int_0^{1/\sqrt2}\int_0^{\sqrt{\frac12-x^2}}\int_{\sqrt{x^2+y^2}}^{\sqrt{1-x^2-y^2}}dzdydx$$
Of course, nobody really expects anyone who isn't a masochist to do the above that way, so we can switch to cylindrical coordiantes, say, and get (don't forget the Jacobian!):
$$\int_0^{1/\sqrt2}\int_0^{\pi/2}\int_r^{\sqrt{1-r^2}}r\,dz\,d\theta\,dr=\frac\pi2\int_0^{1/\sqrt2}\left[r\sqrt{1-r^2}-r^2\right]dr=$$$${}$$
$$=\left.-\frac\pi4\frac23(1-r^2)^{3/2}\right|_0^{1/\sqrt2}-\frac\pi2\left.\frac13r^3\right|_0^{1/\sqrt2}=-\frac\pi6\left(\frac1{2\sqrt2}-1\right)-\frac\pi6\left(\frac1{2\sqrt2}\right)=$$
$$=-\frac\pi{6\sqrt2}+\frac\pi6\implies\text{ the volume wanted is}\;\;\frac{2\pi}3\left(1-\frac1{\sqrt2}\right)$$
Now try a similar reasoning for the other one. Observe that changing to rectangular coordinates isn't really necessary, but sometimes it makes things easier to grasp.