I recently tried install GTA 4 for but when I open setup it does n't showed me anything and after that I tried to install GTA 4 also but then also nothing happend my setup was not opening. before that once I installed game than it was working but now I don't know what is happening.
So you have tried to install twice... with no result. Do you have enough hdd space? How much ram does your machine have?
Did ypu install using admin privalages? Are ypu installing 64 bit application on 32 bit machine? What is the os? Where did you purchase the game? How much did you pay for it?
Feel free to answer these important details for further assistance.