Do you have the non-glare-anti-fingerprint shield by ZAGG or the "regular" clear shield?
The reason I ask is, I originally had the NGAF shield from ZAGG and to be honest, it was THE WORST product to use, due to its design... It made the screen look pixelated and it was such a waste of money, because trying to view the screen thru THAT specific ZAGG product was very - no, EXTREMELY, hard on your vision, especially if using it for more than an hour.
I ended up with the regular ZAGG shield, which is clear and it's definitely a world of difference over their other product. The shield does have a rubbery like feeling to it, however, I don't have a issues wih using it, as it seems to be as smooth a process as if I were touching the actual glass screen.
Are you sure your product was installed correctly and more importantly, "right side up"?