Let $\alpha$ be a $p^n$-th root of $a$ in some extension of $F$. Then $x^{p^n} - a = (x - \alpha)^{p^n}$. If you have a non-trivial monic factor of this polynomial in $F[x]$, then it is of the form $(x - \alpha)^k$ for some $0 < k < p^n$. Can you get a contradiction out of the coefficients of this polynomial? It might be good to write $k = p^rs$ with $s$ not divisible by $p$.