I think you may have picked up an anti-glare screen shield. The ones that youre looking for are called crystal screen shields and are made by a lot of companies such as SGP and PowerSupport. They basically look like theres nothing on the phone's glass.
^^^ 100% agree. If your screen protector degrades the screen, return it and switch to something that doesn't. The exception being if a matte screen is more important than clarity.
Save yourself the research and get yourself the Power Support - Crystal Clear protectors. Hands down THE best iPhone 4/4S screen proctecors available, CRYSTAL clear and you can't even tell it's there. I have a case on and people always ask me "why don't you put a screen protector on" and I tell em "it's on" - people are shocked because it's that clear and feels that good.