Thanks a lot for the help, that's good to know.
I don't mean to sidetrack the topic too much, but why would GTA IV be more CPU intensive? I've also heard that Flight Simulator is the same.
I was intending to write i5 750 2.66GHz, but I copy-pasted wrong, and apparently I'm not allowed to edit my own posts.
Because GTA IV utilizes all four cores which most current games do not.