johnskrilla, rub the affected area with a soft cloth to get the air out. Start from the inside part of the screen and work towards the edge. You can squeeze pretty hard and it will be OK. Hopefully there is no oil from a fingerprint or any grit under there.
I was away for the holiday, but came back to see my Spartan brand tempered glass screen protector had come in. YAY!!!!!
Amazon.com: Spartan Shieldz Anti-Explosion Tempered Glass Screen Protector For Nokia Lumia 925: Cell Phones & Accessories
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Went on easy the first time and smoothed out clean. I may have placed it a bit high, but I'm not quibbling over a mm or two. The wife's went on her Note 2 just as easy (different brand).
It feels FANTASTIC. Not a fingerprint in sight as I use the phone. I think it looks great and gives a premium handling feel to the screen. Better than naked, if I remember correctly from first getting the phone... No idea why I waited so long to try one of these.
I'll post more impressions as I use the product.