Watch these tutorials to see the step-by-step process of installing the xlive.dll fix:
: This method will disable official multiplayer and may require you to move your save files to a new directory. Secondary Fix: Reinstall Games for Windows Live How to Fix Xlive.dll Error in GTA 4
: Copy and paste xlive.dll into your main GTA IV installation directory (e.g., Steam/steamapps/common/Grand Theft Auto IV/GTAIV ). Watch these tutorials to see the step-by-step process
If you want to try the official route or keep original functionality: How to Fix Xlive.dll Error in GTA 4
: Open Command Prompt as Admin and run sfc /scannow to repair corrupted system files.