This file will edit the Max Payne registry and unlock all difficulty modes from the beginning. Just run the file and accept any confirmation boxes. (This file will not harm your PC in any way and does not contain any viruses. If you want to see exactly what it does before running it, you can open it in any text editor and you will be able to see the code inside.)

Credit to Mattmatt for making this for Max Payne 2, which I've shamelessly stolen and adapted very slightly for this game.