I tried to install the GTA 4 on my brother’s computer and it works there. So, the problem is definitely in my computer. That pushed me to search for the solution and I found one that worked for me.
XLiveLess - support loading modules from the directory plugins (to prevent 'littering' directory with the game) built asi-loader, all game variables are stored in an unprotected form (which allows writing coaches, control centers and other interesting things but dishonest) and more for GTA 4.
XLiveLess - Support loading modules from the directory plugins ( to prevent ' littering ' directory with the game ), built asi-loader, all game variables are stored in an unprotected form ( which allows writing coaches, control centers and points of interest, but dishonest things) and more for GTA 4. XLiveLess - compact replacement xlive.dll without the support of online opportunities.