Vista - Unable to install GTA 4 on my PC

Issue

Unable to install GTA 4 (original game and not a Cracked version) on my Windows Vista based PC.
The installation start but the nothing happens. Every time I restart my PC it installs a new file.

Solution

For Vista user's:

• 1) Insert the GTA IV DVD, don't make use of the autolaunch setup, right-click on your DVD player> "Open". Go to the GTA directory.
• 2) Make a right click on "Setup" (the executable file for installing the game)> "Compatibility" tab> check "Run this program in compatibility mode for:" list and select the "Windows XP SP2 "and validate.