http://bugs.winehq.org/show_bug.cgi?id=16328
--- Comment #67 from Andras Kovacs andras@csevego.net 2009-03-29 09:19:24 --- (In reply to comment #65)
Translation of the errors:
GTA IV: SCHWERWIEGENDER FEHLER: TEXP70
Fatal error: TEXP70
GTA IV: SCHWERWIEGENDER FEHLER: Depth Render Target konnte nicht erzeugt werden - Bitte DirectX neu installieren und/oder den aktuellsten Grafikkartentreiber
installieren
Fatal error: Depth Render Target could not be created - please reinstall DirectX and/or the most recent graphics driver.
I think you should use "WINEDEBUG=+d3d_caps" debug option without quotes, and see what depth format would like to use. I think the problem is because, wine doesn't support some formats.