I think that you have wrong u-substitution ( partial integration ):[tex] \int {u} \, dv= uv- \int {v} \, du [/tex]
u=x, dv=cos 5x dx
du=dx, v=1/5 * sin 5x
Integral becomes:[tex]= \frac{xsin 5x}{5}- \int { \frac{1}{5} sin 5x} \, dx= \\ = \frac{xsin5x}{5}- \frac{1}{5} (- \frac{1}{5}cos5x)= \frac{x sin5x}{5}+ \frac{cos5x}{25} +C [/tex]
Is it OK now?