Because i would like to play a legal demo before i decide if i want to buy it.

ftp://ftp.simtel.net/pub/gamezone/10/5/94/redguarddemo.exe

After download what do i do next ? Because i cant seem to get the demo working.

You need a Glide wrapper, like http://dege.freeweb.hu/ or http://www.glidos.net/. You can try to run it with unofficial builds of DOSBox that offer Glide support too.

In any case, it's relatively tricky to get to run.

Thanks Freddo it is running. But has the glidos logo on the screen when i play.

GliDOS is not freeware, you have to pay for it to remove the logo. Therefore, DGVooDoo is the more obvious choice, but it takes a tad more to setup.