well, if you are asking only for demographic variables,
i prefer enter method, rather than step wise.
the reason is, in step wise, we are entering one independent variable each time in the equation and see the effect. but that is done to compare the strength of independent variables.
for demographics, since they are not important, enter method is useful.
by the way, even for multiple independent variables, i prefer enter than step wise method.
if your question is how to proceed in spss, : analyse>>regression>>linear
and you will have a selector box of different methods.
what i did not get through your question is the dependent variable. what is your DV? fyi, IV and predictor are the same