Just played on Steam after figuring out how to activate it. Kept stalling at initializing screen.
Had to install the Social club manually in the Steam folder. Steam/steamapps/common/max payne 3/MP3 Installers/Social club v126.96.36.199 Setup.exe Then play, hit home key on keyboard and login. It can take a bit to pop up. I have an account with Rockstar so I didnt need to setup account.
Got it going after trying to login about 6 or so times. Said I wasnt connected to web each time but finally it worked.
Played about 30 mins and I really like it. Brings back some good memories of the old game. Runs really smooth on GTX280 sli on high settings.