I think I'm on the right track to figuring out why I can't get GTA to install. I thought ole was at fault, but now I suspect user32. It seems that the installer pops up various message boxes (or at least, it supposed to...but it doesn't). Then it waits for a reply, and it never receives one, because I don't see any message boxes. That's why it "freezes", imho. One box it's supposed to show is "out-of-space", if I don't have enough hard drive space for the components (which apparently I don't..when the audio is installed). Another one has empty contents at msgbox.OnInit (not sure what that means - is the text set later? - I see ignored event 0006 (setText)). I can't see the boxes in question, but I see calls to msgbox to create them. The WM_SHOWWINDOW event is propagated down to DefWindowProc, where it is blocked.
In "custom install" mode, the out-of-space box shows up, but the second "mystery box" doesn't. In "complete install" mode I see neither box. If I free up enough hard drive space, it still fails, because of this second box that I can't see.
More detail here: http://bugs.winehq.org/show_bug.cgi?id=3108