Myself too cant play GTA IV. It starts but dun get installed. I have the GTA IV complete collection. I tried internal, external, bd mirror on & off, putting disc & without disc, direct boot etc. nothing works. But my GTA worked fine in 3.55 in external withBD Mirror.
Play from external HDD & play it on HDMI, cause i've been told GTA IV gives black screen if you play it from AV cable, i just tried the Complete Edition & it works just fine from external hdd on HDMI,also i've never stumbled upon GTA IV PSN game, whoever told you may have mistaken it for the GTA classics.