The reason for this problem is more than likely the support through CrossOver Games for this app,
but I have purchased and downloaded Grand Theft Auto IV through Steam, and launched.
The Preparing To Launch screen comes up, and disappears, however nothing occurs afterward.
The exact same problem has happened with FarCry, once again probably due to the game being unsupported by CrossOver.
Please help me out if you've had the same problems, or if you know of something else that would make it launch.
Thanks