Let $ G $ be a group with $ |G|=mp^\alpha $ where $ \alpha\geq1 $ and p is prime integer with $p \nmid m$. Then denote the set of subsets of G, having $p^\alpha$ size, with $X$. Then with the action $g \cdot S=\lbrace gs \mid s \in S\rbrace$ for $S \in X$ show that the stabilizer $G_S$ is a p-subgroup of $G$.
Any ideas for how to approach to this question will be appreciated.
Hint: Take two $x,y\in G_S$ and then try to find that $xy^{-1}\in G_S$. Completing this scheme assures you that $G_S<G$.
Now, since in one hand we have $$\#X={p^{\alpha}m \choose p^{\alpha}},$$ and in another
$$\#X= \sum_{S_i}\#{\rm Orb}(S_i)=\sum_{S_i}[G:G_{S_i}],$$ but $p\nmid {p^{\alpha}m \choose p^{\alpha}}$, then there exists one $S_0\in X$ such that $p\nmid [G:G_{S_0}]$.
This implies that $p$ divides $|G_{S_0}|$. This is because if $p\nmid[G:G_{S_0}]$ then they are coprime, meaning that exists $\lambda,\mu$ integers such that $\lambda p+\mu[G:G_{S_0}]=1$, so $|G_{S_0}|=\lambda p|G_{S_0}|+\mu p^{\alpha}m$ hence the claim.
Similarly also $p^2$ and $p^3$, etcetera, will do divide $|G_{S_0}|$.
Clearly we can proceed just to $p^{\alpha}$ dividing $|G_{S_0}|$.
So $|G_{S_0}|=p^{\alpha}n$ for some $n\in{\Bbb{N}}$.
At this point maybe you can complete de proof. I still can't. As soon I discover, I'll tell you.