That Liberty City was recycled from GTA III, which came out back in 2001.  
GTA IV has a wholly remade Liberty City, and you won't be playing it
without a PS3 or an Xbox 360.

-- Bob

In Portland, Toni Cipriani's very first safehouse is pointed out to you
by Vincenzo Cilli during the opening mission. After visiting Salvatore
in Saint Marks Toni will have to drive a short distance down the big
hill. You'll arrive at a small area that has a garage for vehicle
storage and a door with a yellow glow.

Stand in the yellow glow to enter the safehouse. There's a health icon,
a clothes icon (You'll need to unlock the outfits first by doing
certain storyline missions) and a CD icon. Walk in to the CD icon to
bring up the save menu.

The next two safehouses (One for Staunton Island, one for Shoreside
Vale) are also pointed out to you as the storyline advances and will
appear on the map as a green house icon.

Cheers,
Rob

"Do sugar cubes have dots or is that a dice I just put in my tea?"

To the world you are somebody, but to somebody you are the world.

If you bother to "wade through the intro" you should be taken there in
short order.  That safehousem is all you get until you've played through
enough to unlock the other islands.  Alternatively, you could download a
100% save from somewhere on the net and have the whole game unlocked right
from the start.

The safehouses (that are unlocked) should be on the map but it's been so
long I don't remember exactly.  If you head over to GameFAQs you should be
able to find all the info (and the saves) that you need.

-- Bob