Start the game with the ' -developer' command line parameter.
While playing the game, press to display the statistics screen, then Press or to cycle through the character models. To do this go under the properties of your Max Payne desktop icon (right click on the Max Payne icon, then select 'Properties'), then change the entry for the program to 'Target: 'C:\Program Files\Max Payne\maxpayne.exe' -developerkeys' or something similar.
Start the game with the ' -developerkeys' command line parameter.