Possible Duplicate:
Continuous function on a compact metric space is uniformly continuous
How does uniform continuity and continuity coincide in a Compact set ?
Possible Duplicate:
Continuous function on a compact metric space is uniformly continuous
How does uniform continuity and continuity coincide in a Compact set ?
Continuity is a local property. On a compact set, you can get global properties by combining a finite number of local properties.
More precisely, continuity means that given $\varepsilon>0$, for each point $x$ there is a $\delta_x>0$ such that points $\delta_x$-near $x$ are sent to points $\varepsilon$-near $f(x)$. In a compact set, you can take a finite number of $\delta_x$ to cover the domain and take $\delta>0$ as the minimum of those and so get a $\delta>0$ that works for all points for the given $\varepsilon$.
PS: I'm using the characterization of compact sets as the ones for which every open cover has a finite subcover.