1. Go into the GTA 4 folder and locate "LaunchGTAIV"
2. Right click and select "Properties"
3. Select the "Compatibility" tab
4. Under "Compatibility mode", click the box to check off "Run this program in compatibility mode for:"
5. Drop down the menu and select "Windows 2000"
The game runs! The RMN40 error disappears! This is a quick hotfix for the problem and I'm not sure who it will work for but so far it has for me and one other player. This may only be for Vista because I have Vista with SP1 but post your results!!! I think the problem may have been that, at least for me, the game was trying to run in XP SP2 mode when it can't run without SP3! Maybe R* can patch it or maybe my game will crash 15 minutes now and its smooth still. I will post my updates as they come... Thanks to leurch77 for finding this out!!