I want to show that the usual action of $U(1)$ on $S^3$ given by $e^{i\theta}\cdot(z_1,z_2)=(e^{i\theta}z_1,e^{i\theta}z_2)$ is a proper action.
It seems that the following more general statement should be true
Any action of a compact Lie group is a proper action
Recall that the action of a topological group $G$ on $X$ is a map $G\times X\rightarrow X$ given by $(g,x)=g\cdot x$. The action is said to be proper if the map $G\times X \rightarrow X \times X$ given by $(g,x)\mapsto(g\cdot x,x)$ is a proper, that is the preimage of every compact set is compact.
I have having trouble proving this: Let $U\subset X\times X$ be compact.The projections $\pi_1,\pi_2:X\times X\rightarrow X$ onto the first and second coordinates are continuous. Therefore $\pi_1(U)$ and $\pi_2(U)$ are compact in $X$.
I am unsure what the preimage of $U$ is however. Obviously it is $\{(g,x)\in G \times X \text{ such that }(g\cdot x,x) \in U\}$ But I do not know how to continue.