Lemma 1: If G is a subgroup of the symmetric group $S_{n}$ and G contains an odd permutation, then $|G: G \cap A_{n}| = 2$, that is, G contains a subgroup of index 2.
Proof: We have the following two maps: $i: G \mapsto S_{n}$ and $\pi: S_{n} \rightarrow S_{n}/A_{n}$. Let $\phi = \pi \circ i$. Then $\phi: G \rightarrow S_{n}/A_{n}$ with $ \ker \phi = G \cap A_{n}$ and since $|S_{n}: A_{n}| = 2$, we have $|G: G\cap A_{n}| = 2$ or $1$. But $|G: G\cap A_{n}| = 1$, implies that $G \subset A_{n}$, contradicting the assumption that G must contain an odd permutation.
Lemma 2: If G is a group of order $2m$, where m is odd and different from 1, then thinking of $G$ as a subgroup of $S_{2m}$, any element of order 2 corresponds to an odd permutation.
Proof: Let $g \in G$ have order 2, so that $g \neq 1$. Let $ \rho_{g}$ be the permutation corresponding to $g$ -[the idea comes from the proof of Cayley's Theorem]. Then for any $x \in G$, we have $\rho_{g}(x) \neq x$ for then the cancelation in the group will force $g = 1$. Hence there exists $y \in G$ such that $\rho_{g}(x) = y$ and as $g^{2} = 1$, $\rho_{g}(y) = x$ so that the cycle containing $x$ in $\rho_{g}$ is the transposition $(x,y)$ and so every cycle in the permutation is a transposition. Therefore $\rho_{g}$ is an element of $ S_{2m}$ whose cycle decomposition is a product of transpositions and no 1-cycles, and hence is a product of m transpositions and since m is odd, $\rho_{g}$ is odd.
Lemma 3: If g is a group of order $2m$, take $m = 2n +1$-an odd integer, then G contains a subgroup of index 2.
Proof: By Cayley's Theorem $G$ is a subgroup of $S_{2m}$. By Cauchy's Theorem, $G$ contains an element of order 2, which by Lemma 2 must be an odd permutation, and so by Lemma 1, G contains a subgroup of index 2 [what does it look like?]