My attempt so far: If $n \leq m$, then
$a_{m} - a_{n} = \frac{n+1}{(n+2)^2}+\frac{n+2}{(n+3)^2}+...+\frac{m}{(m+1)^2} < \frac{n+1}{(n+2)(n+1)}+\frac{n+2}{(n+3)(n+2)}+...+\frac{m}{(m+1)m} = \frac{1}{(n+2)}+\frac{1}{(n+3)}+...+\frac{1}{(m+1)} < \frac{1}{n}+\frac{1}{n}+...+\frac{1}{m} \leq \frac{1}{n}+\frac{1}{n}+...+\frac{1}{n}$.
A bit stuck here though. The hint in the book said it was not Cauchy.
Edit: If it's not Cauchy, then let me take a new approach..
$a_{m} - a_{n} = \frac{n+1}{(n+2)^2}+\frac{n+2}{(n+3)^2}+...+\frac{m}{(m+1)^2} \geq \frac{n+1}{(n+2)^2} + \frac{n+2}{(n+3)^2}+...+\frac{m}{(m+1)^2} \geq \frac{1}{(m+1)^2} + \frac{1}{(m+1)^2}+...+\frac{1}{(m+1)^2}$.
The $\frac{1}{(m+1)^2}$ occurs $m-n$ times here.
Try working with inequalities in the other directions:
$$a_{m} - a_{n} =\sum_{k=n+1}^m \frac{k}{(k+1)^2}>\sum_{k=n+1}^m \frac{k}{(k+k)^2}=\frac{1}{4}\sum_{k=n+1}^m \frac{1}{k}>\frac{1}{4}\sum_{k=1}^m \frac{1}{k}-\frac{n}{4}$$
Now what do you know about the sum $\sum_{k=1}^\infty \frac{1}{k}$?