To fit..
I have a pda as well which I always have a screen protector fitted to.

Get yourself a soft piece of firm cardboard or perhaps a credit card, clean your screen with a lens cleaning cloth, peel back one edge of the protector, put that where you want it on the screen (be aware, any static will make the protector jump to the screen quickly), press it down with the card, then slowly peel back the backing, using the card to press the plastic down firmly and work any air out before a bubble forms.

Totally useless
I tried and I tried and this thing simply cannot be intalled flawlessly. It is impossible to install it without trapping bits of dust between the screen and the film, resulting air bubbles to be trapped also.
This doesn't look good on my screen.
After all, it ended up in the trash can, pitty for my money.

Bad bad bad...
The protector comes with a cheap material which is far inferior than any other I have encountered so far. You are truly better off buying a PSP Hori screen protector and modifying it to the GP2X dimensions for mere dollars more. I used Hori protectors for a lot of my handhelds and they have never disappointed me like this screen protector.

a good screen protector
This is a good screen protector. It serves its purpose, and does it as well as any other screen protector I have ever seen.

About the first review, the screen protector doesn't come scratched, it comes with a thin, just about invisible, plastic covering that is meant to protect it during handling/shipment. You can remove this thin piece of plastic by picking at the corners of the screen protector until it begins to peel and then pull it off.

Poor handling of the screen protectors
I bought a GP2X and was very happy with the unit. However, I completely wasted my money on this protector that came SCRATCHED all over which defeated the purpose of having a nice, clean, unscratched screen to look at.