Follow exactly this steps to have GTA 4 working:

1) Do a clean install of the game including Rockstar Social Club and Xlive.

2) Extract LaunchGTAIV.exe from GTA.IV.Crack.Securom.Bypass.Launcher.UBER-PROPER-FeD0R.RAR 
and put it in the GTA IV dir on your computer (overwrite, or rename the old LaunchGTAIV.exe)

3) Run the Rockstar Social Club (skip login) with your internet connection ON 
so that it can update to the latest version. Also Get the update "gfwlivesetupmin.exe" for Windows Live and install it 
(you will be prompted to download it when you first run Rockstar Social Club).

4) At this point DON'T RUN the game and shut down both Rockstar Social Club and your internet connection 
(your modem or router must be DISCONNECTED)

5) With your internet connection OFF, start the Rockstar Social Club, skip login and click "play" to start GTA IV. 
Once you start the game you should be prompted to connect to Windows Live for saving your games and data.

6) Click yes and choose "Make a new profile", select "Offline account" and use whatever name you want. 
You can now play the game and save your progress.
 You can also reconnect to the internet and keep the connection on when you play.