If $m$ and $n$ are relatively prime then the set $\{xm + ny : x,y \in Z^+\}$ contains all but a finite number of the positive integers.
What I tried : We know that there exist integers $x,y$ such that $mx+ny=1$. But both can't be negative/positive. So, we need to separate the positive and negative part of each coefficient. Let $a_1 =x^+$ and $b_1=x^-$ and $a_2 =y^+$ and $b_2=y^-$. Then $ma_1 + na_2 = 1 + mb_1 + nb_2$. So, I have got two consecutive integers. Stuck after that.