Well this is a very popular special effect inspired the famous movie called The Matrix of course.
Let's see how to create it.
Step 1: Start a new document of size 400x400 pix make sure u select the background as white and press 'd' to reset the color to the photoshop defaults i.e. black foreground and white background.
Step 2:Now let us add some falling grains to the image for that go to Filter>Texture>Grain and add the settings as
You will get this
Step 3: Let's add some glow to it so what it shines more Filter>Artistic>Neon glow
After adding you will get this
Step 4: Now it look a bit similar isn't it. Let's make it a bit sharper so it looks better. Select Filter>Sharpen>Sharpen More and our matrix effect is ready.
Here is what i got.
