In order to prove this, I first proved that the set of all automorphisms from a group $G$ to $G$ form a group under composition: The identity homorphism is an automorphism because sends $x$ from $G$ to $x$ from $G$:
$\phi_e(x) = x \in G$
The inverse of an homomorphism exists:
well...
The associativity works because composition of functions is always associative.
Closure property:
$$\phi\circ\gamma(a+b) = \phi(\gamma(a+b)) = \phi(\gamma(a)+\gamma(b)) = \phi(\gamma(a)) + \phi(\gamma(a)) = \phi\circ\gamma(a)+\phi\circ\gamma(b)$$
So, an Inner automorphism is defined as a function $f$ such that
$f(x) = a^{-1}xa$
for a fixed element $a$ from $G$.
I'm supposed to prove that the set of all these automorphisms form a normal subgroup of $G$, that is:
$$gfg^{-1}\in N$$ for all $g$
where $N$ is the set of all inner automorphisms of $G$, and $g$ is an automorphism of $G$.
UPDATE:
Ok, so what I learned from this is that
we have a group $Aut(G)$ made of all the automorphisms of $G$, and we want to show that the subgroup of $Aut(G)$ made of all the inner automorphisms, is normal. That is, given an inner automorphism $\phi_a(x) = a^{-1}xa$ for a fixed $a$ in $G$ and $x\in G$.
So, we need to show that, given $g$ as an automorphism from $Aut(G)$ and $\phi_a$ an inner automorphism from the subgroup $N$ of inner automorphisms, we must have:
$$g^{-1}\phi_ag \in N$$
for all $g$
Am I rigth?