Oh, I see. I didn't have any problems with it; I got mine off of Steam. I saw it when I was looking at my Half-Life 2 updates and decided to try it out.
My problem with the demo was that you don't really get the full feel for the game; no levitation, psi blasts, buying stuff at the store, nuttin'. Maybe they should've created a diff level or let you play one with the cool powers (Milkman Conspiracy?).