After all these years, and growing up with Windows 3.1, I have seen an entire evolution of computers and software. Touch screens and large resolutions were a pipe dream just 15 years ago. Now it's the norm. Going from a Packard Bell (yes, before HP) that couldn't run 3D Ultra Mini...
Conserve ammo for tougher enemies and don't waste your grenades until you come across a room packed with baddies.
Save often! Max Payne doesn't automatically save your game, so head into the menu and save your progress before any tricky bits.
Listen up: most enemies will have audible conversations, so you'll be able to hear where enemies are and can get the drop on them.