Downloading a "setup.exe" for Max Payne 3 from unofficial third-party websites is strongly discouraged due to significant risks of malware, viruses, and phishing. To ensure a safe installation, you should download the game exclusively through official digital distribution platforms. Where to Securely Download Max Payne 3
If you're downloading the file from a third-party site and see a valid Rockstar digital signature, that's an excellent sign of authenticity. If the signature is missing or invalid, do not run it.
What You Should Do Instead
Further Resources: