It seems that the PC version of Grand Theft Auto IV not only installs SecuROM, but loads the resource-hungry Rockstar Social Club app as well.
Kieron Gillen runs this issue down in the current PC Gamer:
Playing GTA IV's excellent multiplayer means suffering a certain level of upfront irritation.You'll first need a Games for Windows Live account. If you don't have one, the web-forms for creating this are almost incomprehensible, and the site often breaks.
Then, that account must be linked to Rockstar Social Club account. Annoyingly, the resource-hungry Rockstar Social Club application runs in your task bar, even when you're not playing (though it can be disabled) for no discernable reason.
There's more discussion on how to deal with the vagaries of the Rockstar Social Club app on GTAforums.