Max Payne 3 problem.

Create a Social club account?

Make sure you have the right version of Social Club installed and that you've created an account

still no luck :/

Social Club is a MUST to play Max Payne 3? Bought it as well but I never made such an account, not even for GTA

That's why I hate extra logins and layers of DRM... >_<
I don't have this game, but make sure your firewall isn't blocking that Social Club crap and/or the game.

A brief google turned up these potential work-arounds :

"You have to go to the http://socialclub.rockstargames.com/ club home page and sign in there. After that, go through your account settings and save. You should then be able to go back into the game and link accounts successfully."

or

"1. Close Max Payne 3 using ALT+F4

2. Browse to D:steamsteamappscommonMax Payne 3MP3_Installers (or whereever yours is installed)
3. Run the "Social Club v1.1.0.1 Setup.exe" installer.
4. Launch Max Payne 3.
5. Sign-in to Social Club.
6. Link to your steam account.
7. Enter your CDKEY (mine was pre-populated).
8. Play."

Failing both of these things you could actually un-install then re-install Rockstar Social Club, or log into your account via their website and change the password. Some company time-limit your passwords, so that once they expire you have to enter a new one (presumably as a soft counter to data leaks?)

Got those suggestions from here

I had Raptr running, once I closed it I could play again. And you must register your game with SocialClub to play.