How are you launching the game- from a desktop shortcut linked directly to the launcher or game exe, or from inside your Steam account interface? A title update for GTA IV made Social Club accounts unnecessary (for some reason, if I try to login there, login always fails), even though you may still see a RGSC interface as I do: The RGSC window pops up, asking me to log in (mine is non-Steam, but I have two Steam accounts), and I hit the <Play Offline> button. A messagebox informs me that I am not logged into RGSC (blah, blah, blah), and I hit <OK>, which makes the game launch and the Games For Windows Live login window open. I had already created an offline profile in GFWL (which is what I label the local profile), so when I hit the <ESC> key, I am automatically logged in. Then the Start screen for the game appears.
The only time I've had to enter a key for a Steam game/DLC I've purchased is if I bought it retail and installed it from the OS shell (which makes Steam open, in which case after I enter the key, it installs not from the disk in my tray,, but from an automatic Steam download, prompting me to ask, "What the blazes is the DISC for?"). For instance, I noticed the Anarchy pack for Rage had not been installed, so I entered the key from the retail package and redeemed it in the Steam interface. I've also noticed that my Steam client and its games are automatically updated on-the-fly, the games updating via Steam download when I attempt to play.
Supposedly, GTA IV is not supposed to run on Windows shells released after Vista (Windows 7 & 8), but if it does run, then they refuse to support issues on those operating systems. Because it's not supported (and for other reasons), users playing the game on post-Vista platforms experience a wide variety of problems (I'm one, and my present issue is a dilly) which they must solve through avenues such as this.
Have you attempted to find a solution through Steam, such as verifying the cache files, et cetera?
Most importantly, exactly what do you do when you get the RGSC login window, and what, precisely, is the application's response to your actions, i.e., what's the error message? I've contacted the RGSC site for my login troubles, but they didn't bother to reply because it's a catch-22 situation: You can't get support if you can't login. If it's that hard to get in, I don't want to belong.