I don't know how it works for the episodes, but I just got GTA4 from steam yesterday and i've been playing it without live and it's been working great.
I see you have Fallout 3 as your icon. It's a GFLW game. I dont get your problem with it. Live doesn't interfere with a game at all, you just need to log in everytime you play, or you can leave autologin, in that case you wont notice it at all.
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