Hey guys I found your thread on google and thought i'd contribute. I got mine working before I kept getting SecULauncher Failed to Start App [2000] so I used some of your guys help and my own.
1. Install GTAIV
2. Updated it to the latest GTAIV Update.
3. Install Games For Windows
4. Set your LaunchGTAIV, and go to RGSC>SocialClub.exe>, and the last one GTAIV.exe make sure you run them in Combatibillity mode for Windows Vista (Service Pack 2)
5. By then it should pop up working.