You need to be sure that your computer need all minimum system requirements to run the game:
- OS: Windows XP / Windows Vista;
- Memory: 1 GB RAM;
- Processor: Intel Pentium 4 / Athlon 3000+;
- Video Card: Direct X 9.0c Shader 3.0 supported Nvidia 6800 or 7300 or better / ATI Radeon X1300 or better;
- Sound Card: DX9 compatible;
- Free Hard Disk Space: 4.7GB.
If the requirements are fulfilled, close all unnecessary programs, update your video card drivers and DirectX and reinstall the game. If the problem persists, try contacting Rockstar Support Team.