I installed gta iv and episodes from liberty city on windows 8.1 pro on steam, I made them to run on compatibility mode for windows 7 and to run as administrator, but they are still not running(there stands "SecuLauncher: failed to start application. )
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I do not have a solution for your issue, but will rename the thread so more people take notice.
"It doesn't work" is not quite an attention grabber.