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\begin{abstract} The Hales-Jewett theorem asserts that for every $r$ and every $k$ there exists $n$ such that every colouring of the $n$-dimensional grid $[k]^n$ contains a combinatorial line. This result is a generalization of van der Waerden's theorem, and it is one of the fundamental results of Ramsey theory. The van der Waerden's theorem has a famous density version, conjectured by Erd\H os and Tur\'an in 1936, proved by Szemer\'edi in 1975 and given a different proof by Furstenberg in 1977. The Hales-Jewett theorem has a density version as well, proved by Furstenberg and Katznelson in 1991 by means of a significant extension of the ergodic techniques that had been pioneered by Furstenberg in his proof of Szemer\'edi's theorem. In this paper, we give the first purely combinatorial proof of the theorem of Furstenberg and Katznelson. The proof is surprisingly simple: indeed, it gives what is probably the simplest known proof of Szemer\'edi's theorem. \end{abstract}