Is it DEP causing the issue? Just disable it for the time being? Worth a try if you think it's that.
I know it's DEP, as DEP tells me so. However, you can't exclude GTA4.exe from DEP, as windows tells you that DEP is required for that executable.
Globally forcing DEP off (bcdedit.exe /set {current} nx AlwaysOff) seems to have no effect, as DEP still kills gta4.exe.
So...


...Unless your using Steam.

