http://bugs.winehq.org/show_bug.cgi?id=16328
--- Comment #23 from Johan Dahlin jdahlin@async.com.br 2009-01-05 14:49:07 --- Okay, finally some real success. The problem is really in xlive.dll, there's a stubbed out version of it available from the GTAIV modding community which helps GTAIV to proceed much further, it's available here: http://public.sannybuilder.com/GTA4/xliveless-0.93.rar
It includes sources and binaries, that could potentially be used to create a native wine wrapper for xlive.dll, since the native dll is unlikely to work in the foreseeable future.
Once the dll is used we're getting into DirectX problems, eventually an error, "TEXP70: Unable to create depth render target - Please re-install DirectX and/or install the latest video card driver." will be displayed.
Note, I've installed the following components via winetricks: vcrun2005sp1 msxml3 wmp9 gecko winxp. I have a patch to change the default service pack level under WinXP mode to 3.0 which should help here.