I really don't get the substitution rule. This is supposed to be the easiest problem in the homework set: u=3x
\int {\cos \,3x\,\,dx\,\, = \,\,\int {\cos \,u\,\, = \,\,\sin \,u + C\,\, = \,\,\sin 3x + C} }
But the right answer is 1/3 sin(3x). Where did the 1/3 come from?