They should release a PC version!
From Wiki:
Technical issues
Just hours after the game's release, a blog entry on Kotaku reported that several PlayStation 3 and Xbox 360 owners had complained of the game freezing during the initial cut-scene, rendering it unplayable.[118] While Rockstar has not commented, Kotaku stated that Rockstar is aware of the problem, but have yet to determine its cause.[119] It has also been reported on Kotaku that the online multiplayer is down for some PlayStation 3 users, with various players tipping Kotaku off that they are unable to connect to the GameSpy-hosted servers.[120]
While there was no official fix or patch released by Rockstar up until 6 May, many users online have come up with ways to solve some problems for the PlayStation 3 version. Kotaku reported from other users that the in-game freezing not only happens during the initial cut-scene but at random times during the game. Many users also report that they are not able to load the game save at the start and therefore cannot play the game. This being somehow connected with the PSN, it's been reported that to load the game and play the single player mode, you must disconnect the internet connection for the PlayStation 3, or disabling access to the PSN.[121]
On 7 May, Rockstar and Sony released a patch for the PlayStation 3 version of the game to improve the multiplayer experience. According to developer Rockstar, the update prevents GameSpy's servers from being overloaded and therefore reduces the impact on those servers that were causing the game to stutter and lock up.[122] [123]