I'll unistall GTA IV, install again and do the tutorial all over again, thanks.
Indeed I'm playing it on an laptop, my specs are:
I7-5500U 2.40GHZ
16Gb of ram
Amd R7 260
I know it's bad but it should run a 2007 game, I play GTA V on it without any problems :(
Again, thanks for helping me.
Also, I'm playing the steam version, should I torrent it to see if it works?