It's... not that sort of game. Some of the missions explicitly require you to kill one or more people - including unarmed people. It's disconcerting, yes, but I'm pretty sure there's no way to advance the plot without doing these kinds of missions. The GTA series is infamous for the terrible things you do - it has missions in which you beat up juries, missions when you distribute drugs to kids, missions when you bury people alive, etc.
Alternatively, you can forget about the main plot entirely and just play the game as an open-ended sandbox, taking jobs as paramedic, vigilante, competing in races, etc. (though you have to kill some people just to unlock those options...).
One final thing, if you want to avoid running over pedestrians during intense car chases, use the horn! Pedestrians will run away and jump out of the way when you honk. It's also useful for warning other cars - so useful, in fact, that I've bound the horn to one of my mouse buttons (playing on the PC).
I'm guessing the game is automatically loading your most recent save, which is for The Lost and Damned
.
Have you tried starting a new game?
Best Answer
You need to have the the game's DVD-ROM in a DVD drive attached to your laptop. The PC version of GTA IV uses a disk check as part of its copy protection. There's no way around this without defeating this copy protection measure, something we can't help you with here.
Connecting a USB DVD drive to your PC should allow you to play the game. Alternatively the Steam version of GTA IV doesn't require a disk in the drive, but that would be mean buying a second copy of the game.