Question: When I try to launch Max Payne 3, it tells me an update is available, but when I try to update it says "NSIS Error: Installer integrity check has failed. Common causes include incomplete download and damaged media. Contact the installers author to obtain a new copy."

Answer: First, delete your computer's temp files: Start->Run->%Temp%.

If the issue still occurs, this error may mean that Social Club did not install correctly.  Please uninstall the Social Club application and then install manually by navigating to the folder ‘Redistributables\RGSC\ and launch ‘Social Club Setup.exe’ (follow onscreen instructions).  Alternatively, you can find the links to the latest patches and Social Club here: http://support.rockstargames.com/entries/21540703-updated-8-8-12-manual-links-to-max-payne-3-patches-exes-and-social-club-installer

If that does not fix the issue, try uninstalling Max Payne 3 and then Social Club. Reinstall Max Payne 3 and allow the game to set up and update Social Club.

Note: Anti-virus programs may remove or quarantine necessary installation files.  Please verify that there is not a conflict, and if needed create an exception for Max Payne 3/Social Club or temporarily disable/uninstall.  If you do choose to uninstall, try Microsoft Security Essentials (free) during installation to ensure you still have protection.

Here is an explanation of NSIS Error from a Microsoft forum: http://answers.microsoft.com/en-us/windows/forum/windows_7-system/nsis-error/4e2c6938-8727-4cc8-b783-557e5d0e9f26

The NSIS errors may occur under one of the following conditions: 
1. Software files downloaded from the Internet are not complete.
2. Downloaded software files have been modified from the original version.
3. Your PC is infected with a virus.
4. Physical media being used to install the program is damaged.
5. Required hardware (For example, CD/DVD drive) is malfunctioning