Salut, j'ai également ce problème là, voilà ce que R* m'a répondu :
Thank you for contacting R* technical support. I apoligize for the delayed response.
We are currently investigating this issue. Outside of opening the ports a couple things that you can try are to disable any additional programs that may be running in the background.
Step 1: Start the System Configuration Utility
Click Start, type msconfig in the Start Search box, and then press ENTER.
If you are prompted for an administrator password or for a confirmation, type the password, or provide confirmation.
Step 2: Configure Selective Startup options
-In the System Configuration Utility dialog box, click Selective Startup on the General tab.
-Click to clear the Load Startup Items check box.
-Note The Use Original Boot.ini check box is unavailable.
-Click the Services tab.
-Click to select the Hide All Microsoft Services check box.
-Click Disable All, and then click OK.
-When you are prompted, click Restart.
In the picture provided it looks like your using a overlay of some sorts. Try disabling that, ive had users that use Xfire and Evolve report to me that if they have it running the game will tell them there key is invalid or corrupt.
Also one user said that he logged into the social club website first then tried to activate the game to get around this.
If your still having a issue i recommend subscribing to the following article and you will be emailed any time its updated.
http://support.rockstargames.com/entries/21537218-max-payne-3-social-club-saying-you-don-t-have-an-internet-connection-but-you-do
Hope this helps.