Like Knight_34 said, you can only download games (GTA IV, in question) legally from Direct2Drive or Steam. Illegal methods are unapproved of and cannot be discussed here, since they are against the rules. I suggest you buy the game rather than downloading it from the internet, if you're "genuinely" interested in playing the game.
P.S:- I don't think there is any relevance to this thread, unless the original poster makes clarifications on whether he wants it for free or through a legitimate method. *Could the Mods lock this thread?*