Bill,
I have the M screen installed on my a850. I'm comfortable using the wide area AF points, and mentally drawing a line to establish a "grid" on the field. Just outside the outer points corresponds to where 1/3 lines would appear.
If you feel only "real" lines will do, you might consider this. Establish your grid, either on the computer from measurements of the M screen and printed on paper, or with deviders on masking tape. Affix the paper or tape to the screen.
Using a straight edge and x-acto type knife, score the lines on the paper or tape mask several times ensuring you're making it through the mask and lightly cutting the M screen. Before removing the mask, use india ink or permanent marker to highlight the score lines.
You could alternately use a permanent marker guided by a straight edge on the naked screen, but I think the mask and blade would give you the thinnest lines.
You could also order a ready made matte screen from Brightscreen, with standard 1/3 grids or a custom layout to your specifications. Brightscreen now offers their screens with stock type tabs for the a900/a850. Jim Lakey, the owner of Brightscreen, is a nice guy to work with. You might give him a call an see if he would establish a grid on your stock Sony M screen.
Regards,
Graham