Sequence with prime number

Suppose $p$ is a prime number greater than 2, and $m$ is a natural number. Let $a_n$ be sequences defined by:
$a_1 = 1$
$a_2 = m$
$a_{n+2} = \frac{a_{n+1}^2 +p}{a_n}, n = 1,2,...$

Determine all values of $m$ such that $a_n$ is an integer for all $n$.

Combinatorial Sum Identity

For $m,n > 0$ prove that

$\displaystyle 1 + \sum_{k=1}^{m} \binom{k+n}{k} = \binom{m+n+1}{m}$

Harder version:

$\displaystyle \sum_{k=l}^{m} \binom{k+n}{k} = \binom{m+n+1}{n+1} - \binom{n+l}{n+1}$