Ah ok, this is not part of the PPFX, but the rain example. Your GPU does not support the used texture format - I will include a warning so that an exception does not occur.
The glitches you saw are most likely caused by 1 or 2 effects that are incompatible with your GPU - I'm working to fix it. In the examples I use them in some places. I believe ~97% of the effects work correctly.