I think you have the wrong forum, I think this is a GTA IV issue, because in the screenshot, behind the error message screen it says Grand Theft Auto IV.?
If this is a Original GTA issue, than have you tried 98 compatibility mode? And Are ALL your drivers up-to-date? Have you tried an Un-install/re-install? Is this a first install, or has it worked before and it is starting to mess up? These are some of the questions from the Pinned Troubleshooting topic...