You can normally open a demo account directly from MT4, under the "File" menu.
Thanks jcl. For some reason, that feature isn't working anymore with FOREX.com and their new demo server. After selecting a server and entering personal details, the system just sits forever on the "Registration" window saying "Wait a little, please".
So I added the "MetaQuotes demo" server and created a demo account on that. It seems to be working.
Thanks again.
Cheers!