I would get a replacement from Zagg. This time, before you install it, first wash your hands (to remove any oils on your skin). Then, lightly dampen a paper towel with some ammonia-free glass cleaner or rubbing alcohol (not sopping wet, just damp) and clean the phone thoroughly.
Then install the InvisibleShield as directed. My guess is you have some kind of contaminant that doesn't agree with the kit.
That is exactly how I did the two original shields and the front replacement that bestbuy gave me. I was very meticulous about the installation. In you experiences, do the shields harden and adhere to the phone. Can you do me a favor, and see if you can move the shield around on the phone by applying pressure to it?