Step 1: Run Regedit by Clicking on Start -> Run , type in regedit and press enter Step 2: Make a backup of your registry (just in case) Step 3: Browse to "HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Contr ol\Windows" Step 4: Modify the value of "CSDVersion" from "0x00000200" (SP2) to the Windows XP SP3 value of "0x00000300" Step 5: Close registry editor Step 6: Reboot Step 7: Start GTA and freakin enjoy it already!
OR you can download this registry file and double click on it.