Well have you at least started by multiplying both sides by $\displaystyle \begin{align*} \mu = \mathrm{e}^{\int{ p(x)\,\mathrm{d}x } }\end{align*}$?

Also, this will help you: $\displaystyle \begin{align*} \left[ u(x) \, v(x) \right] ' = u(x)\,v'(x) + u'(x)\,v(x) \end{align*}$