Quoting Shen Chen <[EMAIL PROTECTED]>:

> I am using "ConTeXt ver: 2007.01.12", and \iint is not defined even when
> newmat is imported. Taco's tip worked.

They were added pretty recently. You can either update your context, or 
if you do not want to do that, add the following in your environment 
file (copied from math-tex.tex).

%D More integrals (AM):

\def\dointkern{\mkern-6mu\mathchoice{\mkern-3mu}{}{}{}}

\definemathcommand [iint]   {\repeatintegral\plusone  }
\definemathcommand [iiint]  {\repeatintegral\plustwo  }
\definemathcommand [iiiint] {\repeatintegral\plusthree}

\def\repeatintegral#1%
  {\scratchtoks\emptytoks
   \let\dointlimits\nolimits
   \dorecurse{#1}{\appendtoks \intop \dointkern \to \scratchtoks}
   \appendtoks \intop \dointlimits \to \scratchtoks
   \edef\dodorepeatintegral{\the\scratchtoks}%
   \futurelet\next\dorepeatintegral}

%D If the \type{\limits} option is used after \type{\iint}, use
%D \type{\mathop} and fudge the left hand space a bit to make the
%D subscript visually centered.

\def\dorepeatintegral
   {\ifx\next\limits        \dointlimitcorrection \else
    \ifx\next\displaylimits \dointlimitcorrection \fi\fi
    \dodorepeatintegral}

\def\dointlimitcorrection
  {\mkern-7mu\mathchoice{\mkern-2mu}{}{}{}%
   \mathop\bgroup
     \mkern7mu\mathchoice{\mkern2mu}{}{}{}%
     \let\dointlimits\egroup}


Aditya
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