The "Part 4" you eventually found wasn't the game. It was a Trojan horse. Your desktop background changes to a skull, your browser starts opening 50 tabs of gambling sites, and your PC begins to smoke.
The website you got it from has been taken down by a DMCA notice. The original uploader is gone. You search every corner of the web—MediaFire, RapidShare, MegaUpload—looking for that specific "Part 4" to match your set. telechargement-grand-theft-auto-part4-rar
You click download. The progress bar crawls. 97%... 98%... 99%... The "Part 4" you eventually found wasn't the game