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clarification
Geoff Robinson
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David Speyer has answered the question, but let me add some background. The general result is that if $R$ is a principal ideal domain with field of fractions $K$, and $G$ is a finite group, then every finite dimensional representation of $G$ over $K$ may be realised over $R$ ( ie, is equivalent to a representation over $R$). The general proof is essentially the one that David gives.

As well as the integral case considered in the question, the general result was important for the development by Richard Brauer of modular representation theory: the idea of "reduction (mod $p$)" of a complex representation relies on it: the representation of the finite group $G$ is first realised over a suitable finite extension $K$ of $\mathbb{Q}$, and then $K$ may be viewed as the field of fractions of a localisation $R$ at a prime ideal $\pi$ containing $p$ of the ring of algebraic integers in $K$. Then since $R$ is a PID, the $K$-representation may then be realized over $R$. Then the given representation may be reduced (mod $\pi$), yielding representation of $G$ over the finite field $R/\pi$.

In general, it is not a straightforward issue to decide whether a representation of a finite group $G$ over a number field $K$ may be realised over the ring of integers of $K$. Some of the issues are well illustrated in the article "Three letters to Walter Feit" by J-P. Serre (which is visible online), which considers special cases of this question.

Geoff Robinson
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