I just got the new GTA 4... I turn on my xbox360... it goes straight to the game, so I sign into the xbox dashboard... and I put in my 4 digit code to sign into xbox live! OK... so after signing into xbox live, why does it not let me play the game online?? Somebody please have an answer!! Aaaahhhh. This is frustrating.

In the game you have to bring up your cell phone and choose multiplayer from the phones menu. If you don't have the phone yet you get it really early in the game.

When the game starts bring up your cell phone by pressing up on the d-pad. Then go down to multiplayer and select what you would like to do. If you do not have your cell phone in the beginning start the campaign for a bit you will unlock it soon.