Let $A$ be a nonempty set, $X$ any subset of $S_A$, $F(X)=\{a\in A:\sigma(a)=a\;\forall \sigma\in X\}$, and $M(X)=A-F(X)$ be the elements that are moved by some element of $X$. I need to show that $D=\{\sigma \in S_A: |M(\sigma)|<\infty\}$ is normal in $S_A$.
I know that I need to show that $D$ is the kernel of some action, but I do not know how define that action. (Sorry for the bad notation.)
Let $\sigma \in D$, and let $\tau \in S_{A}$. Our goal is to show that $\tau \sigma \tau^{-1} \in D$, i.e. that $\tau \sigma \tau^{-1}$ stabilizes all but finitely many elements of $A$.
Indeed, let $\Omega = \tau(M(\sigma))$. Since $M(\sigma)$ is finite and $\tau$ is a bijection, $|\Omega| = |M(\sigma)| < \infty$. Further, if $a \in A \setminus \Omega$, then $\tau^{-1}(a) \notin M(\sigma)$, i.e. $\sigma(\tau^{-1}(a)) = \tau^{-1}(a)$, so
$$(\tau\sigma\tau^{-1})(a) = \tau(\sigma(\tau^{-1}(a))) = \tau(\tau^{-1}(a)) = a$$
Hence, $M(\tau\sigma\tau^{-1}) \subset \Omega$, whence $|M(\tau\sigma\tau^{-1})| < \infty$, as desired.