If you consistently get a WS10 error when trying to play, try to open the Microsoft Games for Windows - LIVE standalone application (location varies).
If it fails to open and displays the message below, it could be caused by not having certain DLLs registered properly and you will need to register two .dlls using regsvr32 (follow the steps below message):
Microsoft.Gfwl.Client.Framework.XLiveServices.LiveIdWrapper.IDCRLException
If you see this message, go to START -> RUN and type 'regsvr32 msxml.dll' (without the quotes)
Click 'Run' and a message box will notify you if this process was successful.
Next, go to START -> RUN again and type 'regsvr32 msxml3.dll' (without the quotes)
Click 'Run' and a message box will notify you if this process was successful.
To learn more about how to register .dlls please visit Microsoft's Help and Support site at the following link:
http://support.microsoft.com/kb/249873
If you still cannot run GTA IV PC after registering your dlls, please uninstall and reinstall the application.