[header] How to save in grand theft auto 4 [title] Launch the game. [step] Gta 4 has online play capabilities, but you can only play online and save your progress when you connect to your online account, which depends on the system you are using. Regardless, the account log-in should start when you launch the game. 
So launch the game by double-clicking its shortcut on your desktop. [substeps] Logging in lets you save and then use your progress to play online.