Proving J is Contained in a Sylow $p$-Subgroup of G

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Homework Statement


If J is a subgroup of G whose order is a power of a pirme p, prove that J must be contained in a Sylow p-subgroup of G.
(Take H to be a Sylow p-subgroup of G and let X be the set of left cosets of H. Define an action of G on X by g(xH) = gxH and consider the induced action of J on X)


Homework Equations





The Attempt at a Solution


I am not sure how to begin on this one and I am also unclear on how the hint involving the group action helps in this proof.
 
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The only thing that ever automatically springs to mind when someone says 'consider the action of finite group K on a finite set S' is the orbit-stabilizer theorem.

|K| = |Stab(s)||Orb(s)|
 
Prove $$\int\limits_0^{\sqrt2/4}\frac{1}{\sqrt{x-x^2}}\arcsin\sqrt{\frac{(x-1)\left(x-1+x\sqrt{9-16x}\right)}{1-2x}} \, \mathrm dx = \frac{\pi^2}{8}.$$ Let $$I = \int\limits_0^{\sqrt 2 / 4}\frac{1}{\sqrt{x-x^2}}\arcsin\sqrt{\frac{(x-1)\left(x-1+x\sqrt{9-16x}\right)}{1-2x}} \, \mathrm dx. \tag{1}$$ The representation integral of ##\arcsin## is $$\arcsin u = \int\limits_{0}^{1} \frac{\mathrm dt}{\sqrt{1-t^2}}, \qquad 0 \leqslant u \leqslant 1.$$ Plugging identity above into ##(1)## with ##u...

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