R_memoryfile error when running the game

This is usually due to corrupted level files copied from the CD. Replacing these files should resolve the problem.

Insert the Max Payne CD into the cd drive and choose Browse CD Contents from the spash screen. Open the Disk1 folder then open the levels folder. Copy these three files to the game's installation folder over writing the existing files. The default installation folder is C:\program files\Max Payne.