Automatic downloads are a feature of PlayStation Plus, though the demo is available through the PlayStation Store for subscribers, too. The demo announcement comes with a whole mess of instructions on how to get the thing as fast as possible. Auto download turns on your PS3 every 48 hours to check for new stuff and download anything available to the console. The deal is, if your system is on during the timeframe you set for it to check for these updates, the PS3 waits to check until after it is turned off during its next designated timeframe which is 24 to 48 hours later.
So to summarise: Don’t be playin’ when your PS3 should be scannin’ and downloadin’. Be sleepin’ or something.
Coming Tuesday to PSN: Kane & Lynch Demo for PS3 [PlayStation Blog]