There's actually 2 main type of Screen Protector.
One with adhesive (something like a tape) one with out.
You can use the adhesive one, its cheaper but try not to have it on the screen for too long (like a yr) or there will be residue which takes time to remove before applying a new one. (around $3-5 per pic)
The other type I know of is non-adhesive which is more expensive and harder and scratch resistance. ($25 per pic)
http://www.doml.com.sg/product.asp?id=858&model=tungstenw
More info about the above 2 type of protector is there are the matt type and clear type.
Of cos the Clear type is better. Unless you like the matt one.
Last but not least, there's one problem. These pda screen protector are beautifully cut with very sharp knife so no bubble will exist after applying.
So if you need to cut them to a smaller size make sure your knife is very sharp..