The problem with Max Payne quitting while loading levels seems to be specific to Win2000 and WinXP users that run GeForce III cards. There is no solution at the moment, to the best of my knowledge. The game works fine in Win9x with a GF3.
I have tried using Software T&L and playing around with screen modes, but to no avail. Also tried every Nvidia driver from 12.4 onwards.
Anyone any ideas or info?