Playstation 3 help for online gaming...?

May be...

I am trying to play online but to game is not giving me the option to do so. My wireless internet is set up properly, and i am to browse, but not play online. what should i do?

Are you entering form the game? That could be the reason. For online on gta 4, you open the cell phone, and there should be the online function.

yep online is on niko's phone under multiplayer i think.

probably the game doesnt support online play