We have no way of knowing whether you downloaded malware from Piratebay or some other untrustworthy source of illegally-copied software, but downloading stuff from such sites is among the most likely ways to get malware. On your Mac, install and run ClamXav, a free antivirus scanner that does not have the ill effects of Kaspersky and other commercial antivirus software. It should detect any Windows viruses that are on the Mac. Note that if it detects any viruses, they are Windows viruses — there are currently no viruses that can attack OS X. A handful of Mac Trojans exist, all disguised as applications that pretend to be beneficial, so you will willingly install and run them. We can't know whether you've done that, either. ClamXav may also detect those.
But the safest thing you could do now would be to erase everything from your Mac's hard drive, then reinstall the operating system and all your software from original installer discs and trustworthy web sites.
As others have noted, there is no publicly available Mac version of GTA IV. If you want to play GTA IV, buy it legally and play it on your Windows PC, or install Windows on your Mac via Boot Camp and play it on the Mac.