Let $M\subseteq \mathbb{R}^n$ be a compact manifold with $\partial M=\emptyset$ and let $f: M\rightarrow S^p$ be a smooth map. I want to unerstand the proof of the following lemma which occurs in Milnor's 'Topology from the differentiable viewpoint' in the context of Pontryagin-Thom construction.
Lemma 2: If $y$ is a regular value of $f$, and $z$ is sufficiently close to $y$, then $f^{-1}(z)$ ist framed cobordant to $f^{-1}(y)$.
I think I understand most of the proof but I'm stuck with the first sentence.
Proof: Since the set $f(C)$ of critical values is compact, we can choose (...).
Why is that true?