Novuake :
No matter how much you overclock it, its not going to help you play any modern games, that includes GTA 4.
To answer your question. Overclocking a P4 takes great cooling. If you provide more details then we can help.
Like exact specs for your COMPLETE computer.
My full PC specs:
Motherboard: asus p5s800-vm/s
CPU Processor: Intel Pentium 4 3.4ghz
RAM: 2GB DDR2
Hard Drive capacity: 30GB (C:\) - 8GB free - and about 150GB (D:\) - 50GB free
Graphics Card: ZOTAC GeForce GT 610 PCI [ZT-60604-10L]
PC: Packard Bell iMedia MC 1808
Windows Version: Microsoft Windows xp sp3
Thanks in advance!