We do have one of the Loco Roco demos here:
New Loco Roco Demo
If you go to the featured downloads section of the site you'll also find demos of other new PSP games that you may like to try out.
Though it's likely the site was yourpsp.com. It's Sony's official PSP site and so you should find all PSP demos on there. The link to their site is here:
The official PSP™(PlayStation®Portable) Website
The Loco Roco demos are near the bottom of this page:
https://download.eu.playstation.com/...e_demos_puzzle
Hope this helps.