Ash is right, check also to see if you have the
gta4Browser.exe and
LaunchGTAIV.exe in the
DEP (Data Execution Prevention) settings. Sometimes having them in it helps a lot.
Click the start

right click on "
Computer/My Computer" select "
Properties". Go to "
Advanced" and under "
Performance" click "
Settings". Click "
Data Execution Prevention" and select "
Turn on DEP for all programs and services except those I select:". Click "
Add" and add the following EXE's:
- gta4Browser.exe
- LaunchGTAIV.exe
- gtaEncoder.exe
Reboot your system and try launching the game again.