I picked up the *official* screen protectors and the larger stylus pens. It was a kit that came bundled together for $19.99 and had the official seal of quality. Yeah, anyways the pen was designed to rub down on the screen protector. It has a soft rubber tip that wore off so that it would not scratch the screen. There are no clear instructions how to exactly use them, and I could never figure out which ways was up. As a result I took them back and I just press lighter these days. I wanted to find a set that actually works because I have a huge scratch that I put on my NDS when it was just 2 weeks old (thanks to Cooking Mama, and a broken stylus that shipped with my NDS).
You know I couldn't get Nintendo to replace the screen for free, even under warrenty!
Anyways, I would buy from a store that lets you take them back. Just tell them it scratched your NDS and bring it with you. They won't actaully ask to see it, well they didn't in my case =)
-AW