We have M an o-minimal structure. $X \in M^n$ with the induced topology.
I'm reading an article which shows that $X \in M^n$ is definable compact is
equivalent to X being bounded and closed.

Definable compactness of X means that any M-definable curve in X is completable.
(a curve in X is a M-definable continuous embedding f: (a,b)-> X where
(a,b) $\in$ M).
It is said to be completable if $lim_{x\rightarrow a^{+}}f(x)$ and
$lim_{x\rightarrow b^{--}f(x)}$ exists.)

When it shows that any definably compact subset X $\in M^n$ is bounded I've got
the feeling that its proof is very complicated. I might be doing something wrong
but I've got the feeling that this proof can be done much more easily.

Here is how it goes: it first shows that definable compactness is preserved under 
projection on the k first coordonates.

Then it proceeds by induction.
let's assume that any definably compact subset $X \in M^n$ is bounded.
Let $X \in M^{n+1}$, then as p(X) is definably compact (by preservation of
definable compactness under projection), it is by induction bouded (p is the
projection onto the n first coordonates).
So the first n coordonates of X are bounded.

Now why can't we also say the projection of X onto his last n coordonates is
definably compact (by preservetion of definable compactness under projection),
it is by induction bouded.
So the last n coordonates of X are bounded.

So X is bounded.

(for the proof of "Let $S \in M^n$ be definably compact and let p : $M^n -> M^k$
be a projection map. Then p(S) is definably compact." is the following:
By induction, it suffices to show that if $S \in M^{n+1}$ is definably
compact then p(S), where p: $M^{n+1} -> M^n$  denotes projection onto the
first n coordinates, is definably compact as well. For a contradiction, assume
not. Then there is a definable continuous embedding f: (a, b) -> p(S)
such that,say, f does not have a right-hand limit point in p(S). By
o-minimality, for every a $\in$(S), the set Sa = {b $\in$ M : (a, b) $\in$ S} is the union of
finitely many intervals. Since S is definably compact, Sa is closed and bounded.
Let m(a) be the least element of Sa. We now define g: (a, b) -> S by
g(x) = (f(x),m(f(x)). It follows that g does not have a right-hand limit
point in S since f does not have one in p(S), a contradiction.)