The new Max Payne game application works great with the PS3 controller.
Here's some default mappings:
D-Pad/Left Analog Stick: movement
Right Analog Stick: aim
L1/R1: cycle weapons
L2: Bullet time
R2: Shoot/use weapon
Triangle: reload
Circle: take painkillers
X: use/open doors
Square: Jump/roll if strafing
Start: Game menu
Had to turn the resolution and textures down a bit to keep it running smoothly during shootouts, but overall the app works very well. More compatible than playing Max Payne on Windows 7