Instructions
Power on your PlayStation 3 console. If you are not automatically signed in to your PlayStation Network account, scroll to the right. Select "PlayStation Network."
Enter the email address and password associated with your PlayStation Network account. Select "Sign In." Scroll down and select "PlayStation Store."
Scroll to and select "Demos." A new window opens. Scroll through the demo list. Highlight "Heavy Rain." Press "X."
Read the description of the Heavy Rain demo, if desired, then select "Download." You are notified when the download finishes.
Press "Circle" to back out of the PlayStation Store. Scroll to the left to see your games list. Highlight "Heavy Rain Demo" and press "X" to start playing.