0-I assume that you have your PS3 connection configured to use the proxy.
1-Run the PS3.Proxy.Server.GUI, tick the PS3 option and Start the proxy.
2-Enter to the USA PSN Store, and browse until you find the demo that you want to install and start the download
3-Cancel the download immediately you see the download bar
4-Open the PS3.Proxy.Server.GUI and go to the Logs tab
5-Right click to copy the URL of the game
6-Go to the Replace Files tab, press the Add button
7-Paste the link you copied in the step 5 in the left field
8-Select the small button in the right field and browse for the downloaded PKG file
9-Select to download the demo again on the PSN link
10-Wait until it installs the demo.
If you go to the Playstation store and download a demo and click download in the background and then download another demo and click download in background (click the download in the background button really fast!)
Then go to your download management screen and pause the second download and then the first one. Now replace the second downloads url in ps3proxy and resume its download. It should download the demo or whatever you what in that games place. Install it like normal then restart your ps3. (This is how I just downloaded the korean MegaTV app).
Thanks! this method was the only one which worked for me on 2.35, atm I'm downloading the Battlefield Bad Company demo using it