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Theorem
If  
\[p\]
  and  
\[2p+1\]
  are prime numbers, where  
\[p \equiv 3 \; (mod \; 4)\]
  then  
\[2p+1\]
  divides the Mersenne Number  
\[M_p=2^p-1\]
.
Since  
\[2p+1\]
  is prime,  
\[2^{(2p+1)-1} \equiv 1 \; (mod \; 2p+1) \rightarrow 2^{2p} -1 \equiv 0 \; (mod \; 2p+1)\]
  by Fermat's Little Theorem/
\[2^{2p}-1=(2^p-1)(2^p+1)\]
  so by Euclid's Lemma either  
\[(2p+1) | (2^p-1)=M_p\]
  or  
\[(2p+1) | (2^p+1)\]
.
\[p \equiv 3 \; (mod \; 4) \rightarrow p=4k+3\]
  for some integer  
\[k\]
, then  
\[2p+1=2(4k+3)+1=4k+7\]
.
Suppose  
\[(2p+1) | (2^p+1)\]
.
\[2^{4k+3-1}+1=2^{4k+2}+1 \equiv 0 \; (mod \; 4k+7)\]
  which is impossible since  
\[4^{4k+2} \equiv 0 \; (mod \; 4)\]
.
Hence  
\[(2p+1) | M_p\]
.

Alternative Proof
Let  
\[p, \; q=2p+1\]
  be prime.  
\[p=4k+3 \rightarrow q= 2p+1=8k+7 \equiv 7 \; (mod \; 8)\]
. This Theorem on The Quadratic Character of 2 gives  
\[(2/q)-1\]
  so that 2 is a quadratic residue of  
\[q\]
. Euler's Criterion gives  
\[2^{\frac{q-1}{2}} \equiv 1 \; (mod \; q)\]
, so that  
\[q=2p+1\]
  divides  
\[2^{\frac{q-1}{2}}-1=2^p-1=M_p\]
.