How to change GTAIV.exe compatibility mode
Right click the icon and select properties
Select Compatibility mode and click change settings for all users
Select a compatibility mode *preferable windows vista (service pack 2)*
Click Apply then Save
Close the window
How to change LaunchGTAIV.exe compatibility mode
Right click the icon and select Troubleshoot compatibility
Then wait until it detects any issue and click try recommended settings
Follow the on-screen instructions to fully change the compatibility mode