[DoubleF]

You have to use the tape trick to do it without dust being trapped. This is the Hong Kong method:

NEED:
- Screen protector
- Cloth
- Scotch tape
- Something flat to push bubbles away

1. Wipe screen with cloth (jewelers cloth recommended, using a cleaner is optional too)
2. (optional) use canned air to blow dust off phone before putting on protector
3. Put protector on phone (I generally start on an edge)
4. Using scotch tape (or similar brands), attach one end to the screen protector close to trapped dust
5. Using scotch tape, stick dust to tape (screen or protector)
6. Lie protector back down
7. Repeat 4-6 until only air bubbles are left
8. Using cardboard or folded paper, light pressure as possible, push bubbles to edge of screen protector. DON'T USE DIRECT PLASTIC (Can scratch) like a credit card etc. Folding a scrap of paper over a plastic card is ok too. Finger is fine as well, but then you have to wipe oils with cloth.
9. Inspect and redo 4-8 as necessary.

After a bit of practice, it now takes me about 1-3 minutes to install a screen protector. First timers maybe about 10 - 15 minutes including searching for the equipment you need.

EDIT: Just want to mention, when you stick the dust to the tape, it's as light a dab as possible. You don't want to stick stick it hard to the screen or protector, just enough to grab the dust.