No matter what happpens in the game the main character still gets arrested. After he is released go with Moki, and when Max arrives read his pscyhe (a half faced icon on the right side/ middle portion of the screen). Right after that MAX will psychically hurt you (not enough to kill). Select the RUN option then you will find a friend of the main character. Visit MADAM M to obtain info on playing the boardgame later on.

If this scenario does not work, then wait until the beginning of the third disk and choose to face MAX directly and read his psyche again. A kite will appear as the cinema moves along. Select the kite later on as a playing piece (so far the most powerful piece is the kite). DO NOT select the cigarette at all as a playing piece (or any other pieces that symbolize pain toward the main character).