Taking the supremum property to mean:
Every bounded subset of

has a supremum in

,
the proof goes as follows.
Let a subset

of

be both open and closed.
Take

and using our supremum property, take b as the supremum of real numbers such that
If

, then b is a limit point of U and since U is closed,
Using the assumption that

is also open we also must have that

such that
Hence

which contradicts b being a supremum. Therefore
Repeating this arguement for an infimum we have that

or
Therefore

is connected.
Hope this cleared some things up
Pomp.