Proving an identity of Dirac's delta function

[Chen]

Hello,

I need to prove (7) here:
http://mathworld.wolfram.com/DeltaFunction.html

http://mathworld.wolfram.com/images/equations/DeltaFunction/equation5.gif

The instructions were to start with the definition of the delta function by integral, and then chagne variables u -> g(x). But I couldn't get anywhere really.

Thanks,
Chen

 

[Chen]

Never mind.