You don't show your work, so I cannot figure out what you did. This is what I would do. There are two substitutions in the original Schrödinger equation. First replace
[tex]x^{2}=\frac{\hbar}{m \omega}\xi^{2}[/tex]
Secondly, you need to replace the second derivative in x with the second derivative in ξ. Use the chain rule
[tex]\frac{d}{dx}=\frac{d \xi}{dx}\frac{d}{d \xi}=\sqrt{\frac{m \omega}{\hbar}}\frac{d}{d \xi}[/tex]
Repeat to get the second derivative and plug in. It should come out as advertised.