the instructions for the replacement panel ask me to remove the "protective polythene layer from the front of the panel". For the life of me, I can't figure that out.
If the panel came with a sheet of sticky plastic film on it for protection, that's what they're talking about. You know the film. It's the same kind of thing you get on the LCD displays of all your electronic products when you first buy them. You peel off the plastic after you get it hooked up and ready to use. (That's always my favorite part, I don't know why, but I get some sort of strange pleasure from peeling off the plastic film.)
If your panel indeed came with this film on it, you won't be able to remove it after it's been installed.
It's possible that there just wasn't any on the faceplate you got sent. You should be able to tell, though.
Should the front side of the panel be a polished "shiny" plastic finish, or will it have a bit of grain (although clear).
It should have a really faint grainy texture to it. That's most likely the antireflective coating that's on the surface. If you can't pick away any protective film, then it just didn't come with any.
The reason the amber panel is shiny is that it must have been one of the older panels without the antireflective coating.
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Tony Fabris