Any help understanding this Lemma is Appreciated

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The lemma and proof are attached, how does the hypothesis imply that ∫h(u)*p(u)du = 0. This is where I am hung up. I don't see how the hypothesis implies this, please help!

Thanks in advance,

Mining_Engr
 

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p(u) is a polynomial, say
p(u) = \sum_{i=0}^n \alpha_i u^i

then
\int h(u) p(u) du = \int h(u) \sum_{i=0}^n \alpha_i u^i du = \sum_{i=0}^n \alpha_i \int h(u) u^i du
and all those integrals at the end are zero so the whole sum is zero
 
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