Step 1: Open your picture and make layers
Duplicate your picture 5-6 times (the more times the nicer rain)
After you duplicated the picture a few times make a white layer between each picture:
Step 2: Scatter & Blur
Mess with the value button until it looks like this: (120 is cool)
Now scatter all layers but the layers have to have a different scatter: like 120, 121, 122, 123 ........ or else the rain will not fall. Continue until you scattered all layers.
Next, select a layer and press Filters -> Blur -> Motion Blur and mess with the angle and length until it looks like rain: (make sure you selected the 'preview' box!)
Step 3: Color to Alpha and Merging
Final: Select a rain layer, click the right mouse button and select Merge down. Now you see something like this:
To see the result, click Filters -> animation -> Playback.
Saving: Save it as a .gif file or else it won't rain and also press save anmation in the second save screen.