On the Live From The Crime Scene level, when you get the detonators, go to the door that you put them on (but do not kill the men). After placing the detonators on the door, stand back and watch it fly. Kill the men, then walk in. Go up the stairs were the men are supposed to surprise you. They cannot see you, allowing you to shoot them. Note: Be careful about dying in the explosion on the door.
Get up two floor levels after the water place to hear two men talking. If you wait, one of the men will shoot the other one and walk away. Note: Do not show yourself or the men will shoot you and stop talking.
Play Chapter 2 (Live From The Crime Scene) to find that a secret lies in the center of the bank where you answer the phone. The alarm will be going off. Look up to see the alarm on the ceiling. Shoot it and Max Payne will say "Thank you."
While running down one of the hallways, to your right you can see some "wanted missing person" posters The people on those posters are the game's designers.
When you start Live From The Crime Scene, toss a grenade in the hole directly in front of you, then keep going until you hear a bomb go off. Go up the stairs and wait, but watch the rats. If you wait long enough they will pull guns out of their fur.
After getting the rats with guns, wait until they start to shoot at you then throw a Molotov Cocktail at them for a surprise.