Here's my proof: for each $z=x+iy=(x,y)$ ($x,y$ are real numbers), $|z|=|x^2+y^2|\leq R$ so, $\{z:|z|\leq R\}$ is equal to $\{(x,y):|x^2+y^2|\leq R\}$ then, by Heine-Borel Theorem in $\mathbb{R}^2$, $\{z:|z|\leq R\}$ is compact.
Is it correct? (i think it's not) if that proof is incorrect, then, how should i prove it?
sorry for my english