I need to show that
$$\partial_{\mu}\delta(R^2(\tau)) ~=~ -\frac{R_{\mu}}{R \cdot u} \frac{\partial}{\partial \tau}\delta(R^2(\tau)),$$
where
$$R_{\mu} ~=~ x_{\mu} - r_{\mu}(t),$$
and
$$u_{\mu} ~=~ \frac{d}{d\tau}r_{\mu}.$$
I'm really just not at all sure how to approach this problem.