Here's an additional hint: I've been using screen protectors on various PDAs for years, and I use this method with good results. Go in your bathroom after someone has taken a hot shower, when the air is still steamy. The water-saturated air will cause all the dust to settle, so that if you have a clean PDA, clean screen protectors and clean fingers, there really won't be any dust to fly between the protector and the screen while you apply it, preventing bubbles to form.
Just make sure you don't drop the Zaurus in the bath, nor spray it directly with water!
Hope this helps!