Ok let me explain the problem alittle better so then more people understand what the problem is and can help us.
Whats happening is that when you have an ethernet cable connected to your Playstation 3, when you load up GTA 4, it doesn't load the game and sticks on the "Loading - *Mission*" Generally, when the music stops, the playstation's not loading.
To counter it you can take out the Ethernet cable, then Single Player will work fine, then you can replug your Ethernet cable and it should automatically sign you in, then the game would freeze, even if it's a manual connect after pressing the multiplayer button on your phone.
So far I'm pretty sad that I can't even play Multiplayer.
PSN ID: TrumpOrMonkey
Gang: Ching Mafia