Yeah it works with my finger fine. I got a generic "capacitive screen stylus" from Ebay. I was just being cheap hoping it would work and since I was advised it would work I just took a gamble at the $1 slot machines. I didn't win.
I have the same issue with my Kensington stylus, its because the Defender's screen protector is not in full contact with the PlayBook's screen. (there is air in between)