Apply it to the door, not the panel. It's purpose is to eliminate resonance in the sheet metal. One of the problems with doors is they act like a big speaker cabinet and amplify everything, including road noise. Think of it this way - tap bare sheet metal with a screwdriver..."tink"...now tap sheet metal that has undercoating applied to one side..."thud". Dynamat (and the other brands) work like undercoating - in fact all it is basically is fancy asphalt paper like roofers use. It's very dense - like me!
The important thing to keep in mind is that Dynamat needs to be applied carefully to the contours of the surface - I use a little wooden roller I picked up at Sears Hardware to "work" the material and get all the air bubbles out...pop a hole with a pin if need be to accomplish this. Cut out around any openings in the sheet metal - since (1) it doesn't do anything unless secured to metal and (2) you want all edges secured to ensure proper adhesion. You can go hog wild and CAREFULLY pull off the plasic sheeting, Dynamat the entire inner skin and re-apply the plastic using some RTV.