Can you recommend a CPU for me?
Yeah, the problem is that you're using a pretty dated PC.
You can get an AMD Phenom II X4 CPU. It's a quad core that's on par with a first gen i5. The problem is, I don't know where you're gonna get one. They've been out of production for awhile.
And to be honest, I think you might be better off buying a new motherboard, CPU, and RAM to go along with your new video card.
You're going to need at least 4GB of DDR3 RAM, and a 3GHz quad core CPU to play GTA IV on high-to very high settings at a locked 30 fps (I find that way better than have it at 60 and drop to 40 sometimes).
Tell me how much money you have/want to spend and I will tell you what you can buy. It might be a bit o challenge though because the case you have is not made for good airflow.
I think you'd be better off building a new PC from scratch instead of trying to upgrade the one you have now.
TLDR; find a used Phenom II X4 955, 965, or 975 along with 2x2GB DDR2 memory (4GB) or 1 stick of 4GB DDR2. It has to be non-ECC and unbuffered. Your best bet is to look on Ebay