are you using a cracked EXE file?
gamecopyworld has the following instructions to get "back-ups" to work
Install the game - Full Installation.
Apply the official GTA 3 v1.1 Patch.
Copy the contents of the <CD#2>:\AUDIO directory to the <GameDir>\AUDIO directory.
Extract the GTA3_11.COM Patch from the Patch Archive to the game directory.
Execute the Patch to remove the CD-Check from: GTA3.EXE
Play the Game!
so it you have a couple steps to get GTA 3 to run, not just install and run