Thanks, I removed Avast and Malwarebytes and it installs fine.
Now when I try to actually run the game, I get an error "GTA IV has stopped working"
The error says:Problem signature:
Problem Event Name: APPCRASH
Application Name: GTAIV.exe
Application Version: 126.96.36.199
Application Timestamp: 4bd9efbe
Fault Module Name: ntdll.dll
Fault Module Version: 6.0.6002.18327
Fault Module Timestamp: 4cb73436
Exception Code: c000012f
Exception Offset: 00009f7d
OS Version: 6.0.6002.2.2.0.768.3
Locale ID: 1033
Additional Information 1: 9d13
Additional Information 2: 1abee00edb3fc1158f9ad6f44f0f6be8
Additional Information 3: 9d13
Additional Information 4: 1abee00edb3fc1158f9ad6f44f0f6be8
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I tried running it as administrator, running it in compatibility mode, etc.