Ok so I'm going to sketch the main steps of the proof. First let's set ourselves straight:
$$\mathfrak{q}R_{\mathfrak p}=\left\{\dfrac{x}{s}\bigg|
x\in \mathfrak{q},\ s\notin \mathfrak{p}\right\}$$
is the ideal generated in $R_{\mathfrak p}$ by the image of $\mathfrak q \subset R$ by $\phi: R\rightarrow R_{\mathfrak p},\ x\mapsto \dfrac{x}{1}$.
You actually need to prove that it is an ideal but it should be easy.
$\supseteq$: First let's prove it is prime. So you fix $\dfrac{x}{s},\ \dfrac{x'}{s'}\in R_{\mathfrak{p}}$ such that $\dfrac{xx'}{ss'}=\dfrac{y}{t}\in \mathfrak{q}R_{\mathfrak{p}}$, where $y\in \mathfrak{q}$ and $t\notin\mathfrak{p}$. Thus by the définition of localisation you get $\sigma\notin\mathfrak{p}$ such that:
$$\sigma(yss' -txx')= 0$$
Thus you get $(\sigma t)xx'=\sigma yss'\in\mathfrak{q}$ but $\sigma t\notin \mathfrak{p}$ so $\notin\mathfrak{q}$ thus $xx'\in\mathfrak{q}$ thus $x\in \mathfrak{q}$ or $x'\in \mathfrak{q}$.
$\subseteq$: You take $\mathfrak Q$ prime in $R_{\mathfrak p}$ and consider
$$\mathfrak{q}=\phi^{-1}(\mathfrak{Q})$$
By construction you know that it is prime.
In fact what we need to do, is prove that these constructions are reciprocal one to another.
Thus you need to prove $(1)$:
$$\phi^{-1}(\mathfrak{q} R_{\mathfrak p})=\mathfrak q$$
and $(2)$:
$$\phi^{-1}(\mathfrak{Q})R_{\mathfrak p}=\mathfrak Q$$
You should be able to handle this easily, much like what I have done in $\supseteq$. Tell me if you need more help.