i'm playing it on the PC... had some trouble installing as well... but putting the GTAIV.exe file to run in win2000 compatibility mode solved all crashes and problems
also i had to turn down sound acceleration to basic, since all i could hear was a loud hiss with it turned all the way up... but now it's working fine
i tried using my gamepad with it (which is based on the PS2 format) but i had problems with the view axes... (and gamepad buttons apparently can't be mapped in this game... go figure