Choose $n$ large enough such that $\alpha+{ 1\over n} \alpha < 1$. Choose any collection of $n+1$ pairwise disjoint sets $E_1,..,E_{n+1}$ such that
$\lambda E_k = {\alpha \over n}$. Note that the measure of the union of any $n$ of these is $\alpha$ and hence the integral of $f$ over any $n$ is zero.
In particular, the integral over $E_1,...,E_n$ is zero. Now swap any of these $E_k$ with $E_{n+1}$ and we still have a set of measure $\alpha$ and the integral over this collection is zero. It follows that the integral of $f$ on any of the $E_k$ is the same as the integral over $E_{n+1}$ and hence it follows that the integral over any of the $E_k$
is zero.
In particular, by choosing large enough $n$ we can assume that $\alpha$ is arbitrarily small (but not arbitrary, of course).
Let $A = \{x | f(x) >0 \}$. If $\lambda A >0$, we can choose $\alpha \in (0,\lambda A)$ and find some $B \subset A$ such that $\lambda B = \alpha$ from which we get
$\int_B f = 0$, a contradiction. Hence $\lambda A = 0$. The same reasoning applies to
$\{x | f(x) <0 \}$.