About a week ago, I purchased the Key's Factory 3DS protective screen. I took it out of the packaging, which reads "Easy to apply", and after seeing the number of steps needed to appeal the screen, I promptly played my 3DS without it.
This video provides a walk-through of how the 3DS screen must be wiped down, how a sticker should then be used to removed excess dust and then how the thin film screen is actually applied.
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There is also a walk-through for the Hori screen protector, which is equally mesmerizing.