(excerpt from ParticleFX tutorial introduction)

What is ParticleFX

ParticleFX is a powerful particle effect editing tool that was used to create all the fire, smoke, explosions, muzzle flashes and snowstorms you saw in Max Payne. The idea of the tool was to give the graphic artists a separate environment for particle effect creation and previewing, allowing to effectively focus on the effects themselves.

ParticleFX Tutorial: http://www.rockstargames.com/maxpayne/tutorials/ParticleFX/index.html

The purpose of this documentation is to introduce you to the basics of ParticleFX, give you a step-by-step tutorial in creating a particle effect, and familiarize you with all the parameters available.