One way to do it is application of series of rules to the expression, just to "teach" Mathematica of how to transform the expression. I will break the chain of transformations into steps to make it better visible.
These are your functions:
expr1 = (x - x0)^\[Alpha] Sum[a[n] (x - x0)^n, {n, 0, Infinity}]
expr2 = D[expr1, x]
and here are the results:
(* (x - x0)^\[Alpha] \!\(
\*UnderoverscriptBox[\(\[Sum]\), \(n = 0\), \(\[Infinity]\)]\(
\*SuperscriptBox[\((x - x0)\), \(n\)]\ a[n]\)\)
(x - x0)^\[Alpha] \!\(
\*UnderoverscriptBox[\(\[Sum]\), \(n = 0\), \(\[Infinity]\)]\(n\
\*SuperscriptBox[\((x - x0)\), \(\(-1\) + n\)]\ a[n]\)\) + (x -
x0)^(-1 + \[Alpha]) \[Alpha] \!\(
\*UnderoverscriptBox[\(\[Sum]\), \(n = 0\), \(\[Infinity]\)]\(
\*SuperscriptBox[\((x - x0)\), \(n\)]\ a[n]\)\)
*)
Let us do the first transformation:
expr3 = expr2 /. u_*\!\(
*UnderoverscriptBox[([Sum]), (n =
0), ([Infinity])]v_) -> !(
*UnderoverscriptBox[([Sum]), (n = 0), ([Infinity])]((u*
v)))
this is the result:
(*
\!\(
\*UnderoverscriptBox[\(\[Sum]\), \(n = 0\), \(\[Infinity]\)]\(n\
\*SuperscriptBox[\((x - x0)\), \(\(-1\) + n + \[Alpha]\)]\ a[
n]\)\) + \!\(
\*UnderoverscriptBox[\(\[Sum]\), \(n = 0\), \(\[Infinity]\)]\(
\*SuperscriptBox[\((x - x0)\), \(\(-1\) +
n + \[Alpha]\)]\ \[Alpha]\ a[n]\)\)
*)
The second transformation:
expr4 = expr3 /. (x - x0)^m_ \!\(
\*UnderoverscriptBox[\(\[Sum]\), \(n = 0\), \(\[Infinity]\)]\(s_*\
\*SuperscriptBox[\((x - x0)\), \(q_\)]\)\) -> \!\(
\*UnderoverscriptBox[\(\[Sum]\), \(n = 0\), \(\[Infinity]\)]\(s*\
\*SuperscriptBox[\((x - x0)\), \(q + m\)]\)\)
yielding
(*
\!\(
\*UnderoverscriptBox[\(\[Sum]\), \(n = 0\), \(\[Infinity]\)]\(n\
\*SuperscriptBox[\((x - x0)\), \(\(-1\) + n + \[Alpha]\)]\ a[
n]\)\) + \!\(
\*UnderoverscriptBox[\(\[Sum]\), \(n = 0\), \(\[Infinity]\)]\(
\*SuperscriptBox[\((x - x0)\), \(\(-1\) +
n + \[Alpha]\)]\ \[Alpha]\ a[n]\)\)
*)
and the last one:
expr5 = expr4 /. \!\(
\*UnderoverscriptBox[\(\[Sum]\), \(n = 0\), \(\[Infinity]\)]\(u1_*
v_\)\) + \!\(
\*UnderoverscriptBox[\(\[Sum]\), \(n = 0\), \(\[Infinity]\)]\(u2_*
v_\)\) -> \!\(
\*UnderoverscriptBox[\(\[Sum]\), \(n =
0\), \(\[Infinity]\)]\(\((u1 + u2)\)*v\)\)
gives the result:
(*
\!\(
\*UnderoverscriptBox[\(\[Sum]\), \(n = 0\), \(\[Infinity]\)]\(
\*SuperscriptBox[\((x - x0)\), \(\(-1\) +
n + \[Alpha]\)]\ \((n + \[Alpha])\)\ a[n]\)\)
*)