I think your photo is grossly exagerating the problem. I have a green neon fitted to my player, and a few other neons which get swapped around. I'm looking closely at one now and I can see that the edge is not completely smooth but in a year of having it on my player this is the first time I've noticed. The whole point of those lenses is to get a "neon" glow around the edge of the fascia, for which you really need the backlight buttons and knob set as well.

I think it looks stunning. If you lit up your player and took another photo - at a more realistic zoom level - it would be a totally different story. If you want a smooth finish, don't use a neon lens. I also have Darkstorms smoke lenses and the finish is perfect.

Rob