This is identical to the proof given on Wikipedia, but I've stripped out the group theory in the hopes that will make it more accessible.
Take $a$ boxes and fill each one with the integers modulo $p$, and let $S$ be the resulting set of size $pa$.
Let $T$ be a subset of $S$ of size $pb$, noting that the set of all such $T$ has size ${pa}\choose {pb}$. Define the "box number" of $T$ to be the number of boxes such that $T$ contains some number in that box, but not all numbers in that box.
We can show without much trouble that the number of subsets with box number $k$ is divisible by $p^k$. Indeed, every set $T$ with box number $k$ has exactly $p^k$ distinct "rotations" given by adding arbitrary integers mod $p$ to the incomplete boxes. Here we really need to use the fact that $p$ is prime to see that all these rotations are distinct; this is a nice number theory exercise.
How many subsets $T$ have box number $0$? Well, for each box, we either pick the whole box or none of the box, and we need to end up with exactly $pb$ elements, so the answer is ${a}\choose{b}$.
To show the final result we want, all we have to do is show that there is no subset with box number $1$, as then we will have written ${pa}\choose{pb}$ as a sum of ${a}\choose{b}$ and something divisible by $p^2$.
But a subset with box number $1$ would be the union of a bunch of complete boxes (with size divisible by $p$), and a single incomplete box (with size not divisible by $p$), so such a subset could not possibly have size $pb$.