The solution to many problems in applied probability requires the evaluation of Riemann-Stieltjes integrals involving the convolution of cumulative distribution functions. Closed form expressions for the solution are very rare indeed. In this paper we examine the evaluation of the Stieltjes integral, which plays a fundamental role in the numerical solution of Volterra-Stieltjes integral equations that appear frequently in renewal theoretic problems. The evaluation of Stieltjes integrals on which this paper concentrates is thus, it is argued, germane to the solution of such problems. A generalised trapezoidal rule is utilised and a priori error bounds are determined in the current development.