Which are you using? (Steam, Rockstar Launcher, or a physical disc version?)
The cleanest fix is to purchase Max Payne 3 from an official store (Steam, Rockstar, Epic). Legitimate versions use Rockstar's own socialclub.dll , not gsrld.dll , and will never show this error. Which are you using
If you use a specific like Avast, AVG, or McAfee? Which are you using? (Steam