I'm not sure how many members on this site are having problems with Max Payne's PC version. But so far, I've found out that a good number of my friends with the PC version have have tons of trouble running Max Payne 3 on their PCs. They all run fairly high-end machines but there have been lots of glitches getting the game to start and to hold settings etc. Most of us have problems with the game crashing to desktop after launching the game. Thus, if you have a PC, I suggest putting off buying MP3 yet... wait a bit until they sort out their issues with the PC version before buying.
Sadly, Rockstar games has had a terrible track record with regards to their PC versions of their games. Its in large part due to the console-centric focus of the company... it's a shame that they don't really have the manpower or talent to port their games to the PC well. This was a similar scenario to their handling of GTA IV and isn't likely to change anytime soon.
I'm going to make a wild guess and say your graphic card is AMD/ATI.
If so, update the drivers All The Time.
HTH