Read an article at xda developers which seems to be a perfect step by step guide on “How to install a screen protector” for your mobile phone, PDAs etc.
Preparation:
A clear, clean, well lit work area. (An environment with higher humidity like a bathroom where you've run hot water in the shower can help eliminate static that can attract dust)
Adjustable height chair to get comfortably close to the phone without straining (I recommend roughly chest height, so that you can easily rest your arms on the work surface).
Sheet of paper or cloth to prevent scratches to phone and to present a clean work area.
Screen protector of your choice.
Lint-free cleaning cloth, either felt or microfiber. I don't recommend toilet tissue (lint residue). Some paper towels are alright, but rough until the fibers soften up, so be sure you allow them to get damp.
Scotch (or other brand of clear) tape. Try not to use tape with very strong adhesive such as clear packing tape, as it will be harder to remove at the end of the procedure.
Cleaning solution such as Windex, or better yet, anything suitable for optics or eyeglasses. What you want is something that won't leave a residue.
Read further steps on xda developers