How do you prove that for $X_{i} \neq \emptyset$, $i \in \{1,...,n\}$ that $\prod_{i=1}^{n} X_{i} \neq \emptyset$ only using the ZF axioms but not the Axiom of Choice? I would like to see a rigorous proof. It would be nice if someone could direct me to a book containing such a proof.
EDIT: I am looking for literature where this is proved STRICTLY from the ZF axioms.