I bought GTA IV on steam and my friend bought it in the shop with CD.
When we are trying to play online together i can't join him or find him at the lobby and he can't join me or find me at the lobby.
Is there any difference between the online on steam?
I know it's a stupid question, so if you don't have any good to say, don't say anything.
Easiest way is to get your friend to download steam, add the game to it (yes you can still add games to steam client even if you didn't buy them from steam) and then it will show your friend as playing the same game, and send a game invite that way.
Not a big steam-user, but I presume this would work?