JJax

Hey, and welcome to the fora. Try and answer all of these questions please: Legal copy of the game? Running the game as administrator? Latest patch? What other mods are you using? What operating system are you using (Windows XP is NOT supported)? Make sure that LCPDFR 0.95 is removed (http://www.lcpdfr.com/page/tutorials/index.action/_/script-data-file-modification-tutorials/how-to-uninstall-lcpdfr-r19).
 
Also, please install these
http://www.microsoft.com/en-us/download/details.aspx?id=30679
http://www.microsoft.com/en-us/download/details.aspx?id=30653
http://www.microsoft.com/en-us/download/details.aspx?id=35
http://www.microsoft.com/en-us/download/details.aspx?id=5549 (If you haven’t updated GFWL, use this).
 
Running the game as administrator: Go to the GTA IV folder, right click on GTAIV.exe, Properties, Compatibility and select 'Run this program as administrator', do the same exact thing to the LaunchGTAIV.exe.