Probably, each of you experienced such an error after you added a car or something else. So...I decided to add the original files for GTA 4 patch 1.0.6.1.
Surely you Googled this error and did not find normal answers. Now you can simply copy these files to the game directory and play. It is advisable to delete old files before copying. If it says that serial number 42 was not found at the address Windows-System32-xlive.dll, then you simply copy xlive.dll from this archive to the Windows-System32 folder. If you have any wishes, write, I will answer.