+1 to Strangestranger's comments.
Just looked up that model on the Dell website and there's no way a Celeron and Intel graphics chip (even a dual core Celeron) will be able to run GTA4. Not talking "run it at full settings", I mean at all. That game won't even start - as you've found out.
The game needs a quad or triple core and a decent discrete graphics card/chip from Nvidia or ATI. It will run on a very fast dual core but not well, but without a decent graphics card you're sunk from the start.
I'm afraid you haven't got a gaming laptop there, and without spending well into four figures (IMHO) you won't find any laptop that can play GTA4. Try aiming your sights a little lower, it should play Vice City nicely and might be OK with San Andreas. Give them a shot and you should have a happy Christmas GTA-ing.