Hint $\ $ With only slightly more effort one can view this as a special case of a basic result.
The set $\,\cal O\,$ of integers $\rm\:n >0\:$ such that $\rm\:a^n \equiv 1\:$ is closed under positive subtraction, i.e.
$$\rm \color{#0A0}n>\color{#C00}m\,\in\,{\cal O}\ \Rightarrow\ 1\equiv \color{#0A0}{a^n} \equiv a^{n-m}\, \color{#C00}{a^m} \equiv a^{n-m}\, \Rightarrow\ n\!-\!m\,\in\,{\cal O}$$
Thus, by theorem below, every element of $\rm\,\cal O\,$ is divisible by its least element $\rm\:\ell\ \! $ := order of $\rm\,a.$
Theorem $\ \ $ If a nonempty set of positive integers $\rm\,\cal O\,$ satisfies $\rm\ n > m\, \in\, {\cal O} \ \Rightarrow\ n\!-\!m\, \in\, \cal O$
then every element of $\rm\,\cal O\,$ is a multiple of the least element $\rm\:\ell \in\cal O.$
Proof $\ $ If not there's a least nonmultiple $\rm\:n\in \cal O,\:$ contra $\rm\:n\!-\!\ell \in \cal O\:$ is a nonmultiple of $\rm\:\ell. \, $ QED
For more on the key innate structure see this post on order ideals and denominator ideals.
p \nmid a
$p \nmid a$ (you should also use\mid
for "divides": $k \mid (p+1)$). – fkraiem Mar 11 '14 at 22:45