Others (including me) have had proximity sensor stop working on white iPhone 4 after Zagg Invisible Shield was installed.
See "White iPhone 4 w/ Zagg - Proximity not working": http://forums.macrumors.com/showthread.php?p=12523373#post12523373
Thanks. Don't know why they started a new thread when mine was 1 below it... But anyway ZAGG finally emailed me back and only offers a replacement and no refund. They refuse to accept that people are having problems with the white iPhone and there product... Anyhow best buy gave me a full refund.