Sony is offering a free UMD disc demo of Jeanne D’Arc. To grab one you need to have a Playstation Underground account, fill out a form on the official site and then sit patiently while it is mailed to you. I remember Sony was giving Jeanne D’Arc demos out at Comic-Con too and the mail order demo is probably the same thing.
Side note here, but Sony Computer Entertainment America doesn’t offer many downloadable PSP demos like Sony Computer Entertainment Japan. God of War, Jeanne D’Arc and Syphon Filter all have demo discs instead. They’re nice collectibles, but I bet the games would get more attention with a 200MB demo level that stays on your memory stick.