I can help you.
When this problem comes up what you need to do is set the compatibility flag for the original setup or uninstaller, not the game executable. The trick, as you all found out, is finding it. So here's what you do for saaaaay Windows 7 64-bit.
You're looking for a hidden folder named "InstallShield Installation Information"
For 32-bit games (such as GTA4) installed on Win7-64, that would be in the C:\Program Files (x86)\InstallShield Installation Information folder.
When you open that folder you'll see a bunch of codes enclosed with brackets {xxx}. The good news is that those codes are unique to each application, game, utility, etc. The one for GTA4 is {579BA58C-F33D-4970-9953-B94B43768AC3}.
Find that folder, open it, and locate setup.exe. From there you can set the compatibility flag for it to Windows Vista w/ SP2, and then uninstall normally using your Add/Remove programs.
I'm putting this information here because this topic comes up high on search engines so wanted to help out by putting the solution within it.
Cheers.
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