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There are two steps to set-up a multicast connection in all optical wavelength division multiplexing (WDM) networks: routing and wavelength assignment. Multicast routing is to find a tree in the network rooted from a source node and connecting all destination nodes. Wavelength assignment is to assign a wavelength to the generated routing tree in such a way that if two trees share a common link, then they must be assigned with two different wavelengths. This paper proposes two integrated algorithms to integrate routing and wavelength assignment. The proposed algorithms have the following advantages: (1) the number of wavelengths used is small; (2) the network cost of routing trees is low; and (3) the transmission delay from the source to any multicast destination is bounded.