is that the folder you have the game installed in? if i'm not mistaken your gonna have to set the shortcut to were the game is actually installed and then add the -developer after the maxpayne.exe. the one they give you is the default install location.

Add the -developer after the end " mark. Such as:
 
"C:\Program Files\Max Payne\maxpayne.exe" -developer

Also, here's a list of cheats:
 
 
All Weapons, Unlimited Ammo, NoCLip, etc:
To get access to the game console, you need to start maxpayne.exe with the command line parameter "-developer".
Once you have the game running in developer mode, you get access to the game console with F12.
 
coder
god
mortal
c_addhealth (100)
GetAllWeapons
GetInfiniteAmmo
Mortal
ShowFPS
SetWoundedState
SetNormalState
NoClip
NoClip_off
GetBaseballbat
GetBeretta
GetBerettaDual
GetDualBeretta
GetDesertEagle
GetSawedShotgun
GetPumpShotgun
GetJackhammer
GetIngram
GetIngramDual
GetDualIngram
GetMP5
GetColtCommando
GetMolotov
GetGrenade
GetM79
GetSniper
GetHealth
GetPainkillers
GetBulletTime
 
View all models:
Instead of -developer use -developerkeys and in the game use F11 to bring up statistics and PGUP and PGDOWN to change character model. You can select everyone in the game, but you can't use F12 to use normal cheats. This is for fun only
 
All Level's:
Start the game whit -Developers , now press F11 OR F12 to bring the console in the window bar , and type some codes Below:
 
GetGranadeUn - Get granade ,unlimited AMMO
AllWeaponUn - Get All Weapon's,Unlimited AMMO
 
Take Screenshots:
To take screenshots in the game you have to type in "-screenshot" as the command line parameter (C:\Max Payne\maxPayne.exe -screenshot). Then when you are playing press F10 to take a screenshot.
 
Go Through Doors:
Start maxpayne with maxpayne.exe -developer
then press F12 to bring down the console.
Type in noclip
Then go Trough doors, if not works try trowing yourself trough them....
To go normal again type noclip_off

I've tried different shortcuts in different locations such as, on the quick launch bar, desktop, and the max payne program folder, and I cannot change the target to anything. There must be some way to change the name of the actual application to: maxpayne.exe"-developer, so that the shortcuts work.

what folder is the game installed in?

The game is installed to: C:\Program Files\MaxPayne\Max Payne

hmm i dunno then i was thinkin maybe you had it installed in a different folder than the default one. have you tried goin to the folder itself and rightclicking on the file and sendin a shortcut to the desktop and then changing the target on the new shortcut you made.

wtf is the point of cheats - make the game NO fun - if you can't finish it - get better...lol
 
 
cheats - well my opinion - are for those who are too ......mmmmmmmmmm lazy to learn to play the game
 
(no offence intended)

Maybe he's finished the game, and just wants to mess about with it. I've done that on a few occaisions.
 
Once you've been through a game a few times, there isn't always much to bring you back to it. Using cheats can help extend the fun.

This is why I don't install games to the bloody "Program Files" folder because it makes Windows put those stupid quotes around the path name. So for you the target box is like this:
 
"C:\Program Files\Max Payne\MaxPayne.exe"
 
For me I install to separate directories with less than 8 characters so it conforms to DOS rules.
 
So I have:
C:\Max\MaxPayne.exe
As you see no quotes. So then I just go:
C:\Max\MaxPayne.exe -developer and viola all is well.
 
However, yours should work by going like this:
"C:\Program Files\Max Payne\MaxPayne.exe" -developer
 
If it doesn't open up a DOS Box and go like this:
C:
cd program files\max payne
maxpayne -developer
 
That should work, you can also use Notepad to create a batch file to start the game with the developer parameter.

Thats way too complicated. Just go to Start >> Run >> {type in path to game with the quotes, then put -developer after the quotes} Simple.