It's true, I have two xbox360-consoles, one at my brother's home and one in mine, and I downloaded the demo with my gold-account on my brother's home, played it there a while.
Then I put it and the Fifa 11-demo on an usb-stick and took it with me to the xbox360 in my home, loaded both on... Fifa 11-demo started just normal, PES-demo said something like: This game doesn't start here.
I first thought it were maybe bound to the profile I used on the other xbox360, I went over again, took my gold-account from there and loaded it on the xbox360 in my home... but it didn't want to play either...
Only when I'm online with that profile the game starts, when I'm offline it doesn't. So it's profilebound and consolebound, but when being with the right profile online the console gets ignored.