To prevent this forum from filling up with identical posts about "how do I install mods?" I have prepared a basic FAQ which will be built on if any solutions are found to common problems.
Q: How do I install mods? A: Unpack your .ZIP or .RAR archive (with a suitible archive tool such as WinZip or WinRAR) to your Max Payne 2 directory. This is usually located at C:/Program Files/Rockstar Games/Max Payne 2. Make sure that the .mp2m file is sent there as that is the main mod file.
Start the game launcher (the window where you set your graphics and sound options before starting the game) and go to the 'Modifications' drop down box, select your mod and start playing.
Q: When I try to play a level the game crashes with a message saying somthing couldnt be loaded. How do I fix that? A: Go to the game launcher and in the Advanced options deselect 'Pixel Shader Skins'.
Only these two so far but I will expand this into a full support doc in time.