I too had this difficulty and it may be hard to implement as you need to get access to GMaps class files. If you want to implement this it is recommended to make a structure or class and add all the fields you want in order to use a Heatmap.
Also if you visit this link: http://greatmaps.codeplex.com/discussions/224237 their is some more extra info in regards to the link of the demo that you posted.