This is an example of a metaphor. Think of a big parade that was scheduled to occur in the center of your city. Imagine all the people are excited to view the parade. Everyone walks to the street and finds good places to view the parade as it passes. Imagine the children on their parents shoulders so that they can see. Now imagine a large storm with much rain and wind suddenly arrived without warning. Everyone is wet and uncomfortable and the parade becomes cancelled and everyone is dissapointed and returns to their homes without witnessing the parade. The term "to rain on a parade" is a term to describe the feeling of the parade being cancelled only applied to a different area in your life. For example: Imagine your best friend had a birthday party and everyone was having a good time. Then you and her had a disagreement and got into a big fight in front of all the guests. You decided to leave the party early and she yells to you as you walk out the door "you rained on my parade."

Rain(ed) on my parade - means to prevent someone from enjoying an event; spoil someone's plans. The statement above is implying some type of payback or response to raining on his parade. Ex: ...for all the times that you rain on my parade you aren't invited to my party