Ah, also theres one thing. Kinda bizarre, actually. If I try to run GTA3 just after Win XP started I get the message "GTA III requiers at least 128mb of avaliable memory", but if I run some other 3d game, exit and try to run GTA it works fine. Well, until it crashes...
If it helps, I'm on a P3 550, with 256mb RAM and a Diamond Monster Fusion PCI 16mb.

Same here with GTA3. I just installed and was able to play for 5 minutos or so... just enough to get my hopes high and crash.
Plus I can't seen to change resolution, I have to play it using 640x480...