Game Copying Guide
Find cracks here
Have a read of the game copying guide. There are many new copy protection being used. The most popular are Safedisk 2 and Securom New. I know Max Payne uses Safedisk 2 (possibly around about 2.4)
Read up on the copy protection and how to copy them - have a try with the appropriate programs such as Alcohol 120% - use a CD-RW for testing purposes.
If you can't create 1:1 copies, then you can download cracks from the second link.