Once the download completes, launch the game directly from the client. Installing from Physical Media (Original CD-ROM) Insert Disc 1 into your external or internal optical drive.
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This is the most common error for classic PC games on Windows 10. It is usually caused by Data Execution Prevention (DEP).
Even with an updated download, Windows 10 security protocols can occasionally block Grand Theft Auto: Vice City from running correctly. "Unhandled Exception" Crash on Launch