Convert to Roman Numeral!
Mathematica, 67 bytes

Fold["("&lt;&gt;#&lt;&gt;")"&lt;&gt;#2&amp;,RomanNumeral[#~IntegerDigits~1000]/."N"-&gt;""]&amp;


Avoids all trouble with M by converting the input to base 1000 and converting each digit separately with RomanNumeral. Then we fold them up by inserting (...) from the left.

Unfortunately, Mathematica represents zeros as N so we need to get rid of those.