First create a new pallet, I used 400x150, you can use anything.
Hit D to make sure your colors are set to default. Then go to Filter > Render > Clouds.
You will get something like this:
Go to Filter > Noise > Add Noise.
Use there below settings.
You will get something like this:
Go to Filter> Blur > Motion Blur.
The below settings are good, but you should be able to find better settings by fiddling around.
And there you have it, and background that looks like its raining.
I hope the newbies out there enjoyed this tutorial made especially just for them.

