http://bugs.winehq.org/show_bug.cgi?id=21581
--- Comment #7 from Lars Blomqvist knaprigt@gmail.com 2010-03-11 03:35:55 --- (In reply to comment #5)
I can confirm with 1.1.40.
Try reinstalling GTA4 from scratch using Wine 1.1.40, and don't forgett to backup your save games! ;)