Just seen in the Lemmings thread someone asking for this so here goes, this can be downloaded free and legally along with the other 2 games from Rockstar.
I downloaded all 3 and they seem ok dated, but still good fun especially when you play online.
These have been around for a while, tried getting the GTAs before. They say they're updated for modern PCs but I had all sorts of frame rate troubles (too fast, sometimes too slow) playing on half decent PCs (of the last few years!) that can play normal games fine. Plus the downloads were always really slow, maybe they've fixed it now, but shame they don't realise they can use something like bittorrent even though it's legal.
I'll never forget playing GTA: London on serial link with my younger brother all those years ago I remember there being a bug that meant you would eventually destroy every car on the map!