i had this problem too, so i made a log file when starting the GTA Settings app.
you must have a copy of mfc42.dll installed in the bottle in order to get "GTA Settings.exe" to work. i copied this dll from a windows installation. after doing this, the GTA Settings app worked great. i just clicked 'save' to save the controller settings, and the GTA executable fired right up after that.
i put mfc42.dll into /windows/system32/ and i also fiddled with the winecfg app as a precautionary measure and added mfc42.dll to the list.
hope this helps others get it working.
cheers.
--darien!