Here's an improved version of your rain.cap ->
http://dl.dropbox.com/u/26932498/rain_example_1.cap
It just detects the collision between the stone block and the waterdrop.
Then it places your particles on that position and destroys the waterdrop.
edit: Ah, almost forgot to mention. Because you can't detect the collision of spreaded particle objects, I just spread them by myself with:
+ System: Every 100 milliseconds
-> System: Create object Sprite7 on layer 1 at (random(640), 10)
-> Sprite7: Set vertical speed : 300 (custom movement behavior)
where Sprite7 is your drop I used as a single Sprite.
Random(100) picks a random number, max 100 in this case to randomize positions or timings.