I'm having the same problem!...
PC is perfectly fine until gta iv has loaded.... shutdown.
my specs are
ASRock G31M-S
Pentium(R) Dual-Core CPU E5400 @ 2.70GHz Core Speed 3376.6 MHz
DDR2 832MHz 2048MB
WDC 320GB Sata II & Samsung 500GB Sata II
Nvida 8800 GTX w/ Large passive cooler + 3 fans
I can use the pc for hours fine and on anything intensive but gta. when its shuts down i have to turn it off from the switch first, before it will reboot.
The problem started a few days ago then got worse to the point it was as soon as it was loaded, it would shut down.
I removed a ram stick, which was causing some issue, but 2GB is enough for gta.
any help would be great, Thanks