This mod changes all weapon sounds - that means: gunshots and reloads (the original ones were bugged) are completely new and they sound more realistic. In addition, you can also enjoy new HQ sounds of grenade and Molotov cocktail explosions.
Place 'data' folder in your game directory
(e.g. C:\Program Files\Rockstar Games\Max Payne 2).
That's all, really? Really.