It would be very appreciated if someone could review my solution. Thanks!
Problem:
Show that every locally compact Hausdorff space is completely regular.
Proof:
Let $X$ be a locally compact Hausdorff space. One point sets are closed in $X$ since $X$ is Hausdorff.
Then there is a space $Y$ such that $Y$ is the one point compactification of $X$ where $Y$ is compact Hausdorff.
Let $x_0 \in X$ and $B \subset X$ such that $x_0 \notin B$ and $B$ is closed in $X$. Then the open set $U = X - B$ contains $x_0$. Then since $U$ is open in $X$ it is also open in $Y$ by construction of the one point compactification Munkres gives. Then $C = Y - U$ is a closed set in $Y$ that contains $B$.
Then since Y is compact Hausdorff it is also normal. Hence since the set $\{x_0\}$ is closed since Y is Hausdorff, by the Urysohn lemma we can define a continuous function $f: Y \to [a,b]$ such that $f(x_0) = a$ and $f(x) = b$ for every $x \in C$.
But since $f$ is continuous we can take the continuous function $g$ on a subspace of the domain of $f$. Namely, $g: X \to [a,b]$ since $X$ is a subspace of $Y$. Hence we have a continuous function $g$ that maps $g(x_0) = a$ and $g(B) = b$, since $B \subset C$. We can replace $[a,b]$ by $[0,1]$ to satisfy the definition of completely regular.
Hence $X$ is completely regular.