A new screen as in the hardware screen or the cover screen that protects your iPhone from your finger prints?
If it is applying the screen to protect the actual screen from your finger prints, there is a website:
http://www.ehow.com/how_5942211_put-scre... (credits to them, I did not write this, although I wish I did =P)
If you're talking about the actual hardware of the iPhone screens: I suggest you take a look at:
http://www.wikihow.com/Fix-an-iPhone-3G-... (If in this case, you want a screen replacement)
iPhone 3G Troubleshooting (Some of the frequent problems that occurred on iPhone)
And there are also some resources about taking the iPhone apart and replacing it with a new screen on the ifixit.com
iPhone 3G Front Panel Replacement
Things you might need to buy:
iPhone 3G Front Panel
I am sorry I can't actually help out with my current resources, but If I am talking about something totally different, you can re-post your response and I will do some more research about it.
I hope I helped,