GTA IV has been removed from the Steam store... and all legit online stores. The reason? Windows Live for Windows. Microsoft stopped supporting it and so you could no longer get your activation code for your GTA IV purchase.
But don't worry, Rockstar is working on it.
They said they will have a solution soon. Most likely have a new launch not having to rely on Windows... possibly use their own Rockstar Launcher like they should have done to begin with.