This is a very elementary proof (which is due to Dean Hickerson):
Call a triple $(p, a, b)$ of positive integers "bad" if $p$ is prime and $p\mid ab$, but $p\nmid a$ and $p\nmid b$.
Suppose that a bad triple exists. Among all bad triples, consider those in which $p$ is minimal. Among all such triples, choose one in which $a$ is minimal.
Note that $a<p$, since otherwise $(p,a-p,b)$ would also be bad, violating the minimality of $a$. Also, $a>1$, since otherwise $p$ would divide $ab=b$.
Let $q$ be the smallest divisor of $a$ such that $q>1$. (Notice that $a$ is such a divisor, so $q$ exists.) Clearly $q$ is prime, since otherwise it would have a divisor $r$ with $1<r<q$ and then $r$ would be a smaller divisor of $a$.
Let $a=qt.\;$ Since $p\mid ab$, $\;pc=ab=qtb$ for some positive integer $c$.
We now consider two cases:
1) If $q\mid c$, so $c=sq$ for some positive integer $s$, then $ps=tb$.
$\hspace{.2 in}$Since $t\mid a, \;p\nmid t$; so $(p,t,b)$ is bad, violating the minimality of $a$.
2) If $q\nmid c$, then $(q,p,c)$ is bad, violating the minimality of $p$.
In either case, we have a contradiction. Hence there are no bad triples.