The answer is too short that I think I've gone wrong at some point!
Q: If $p$ is prime, then the nonzero elements of $\mathbb{Z}_p$ form a group of order $p-1$ under multiplication. Show that this statement is false if $p$ is not prime.
A: $p$ is not prime, so take it $p=4$. Then $\mathbb{Z}_4 \backslash \{\bar{0}\}=\{\bar{1},\bar{2},\bar{3}\}$. It is a monoid, but since $\bar{2}$ does not have an inverse element, then $\mathbb{Z}_4 \backslash \{\bar{0}\}$ is not a group.
Hint: if $n$ is composite, then the set of non-zero elements of $\mathbb{Z}_n$ is not closed under multiplication.