I got GTA4 from my friend, and when I try to play it, it says "Please put this CD in an Xbox 360".

have you tried putting the CD in an Xbox 360?

I'm going to assume you two did the "install to hard drive" option and then he left with the disc and now you can't figure out why it won't let you play without it.
This is why I'm also going to assume you're a retard until you elaborate further on your problem.

It's a 360 game, guys... When I put the CD in my 360, it tells me to put it in my 360.

Don't question your 360's decisions.

Try harder.

but actually maybe its scratched or something.

Don't question your 360's decisions.

this.

don't question your 360's decisions.

"kill kill kill kill kill!"

Is there a way to fix this?

Get a PS3.

Be an idiot.¬_¬

mine does this sometimes when i turn it on, but all i have to do to fix it is open and close it and it plays.

i have a few theories for you...
that message shows up whenever the game is read as a dvd movie. if you put it in any dvd player, you'll see that message. here are your possibilities

1) you are putting it in something besides an xbox 360 (perhaps xbox 1?)
2) disc is scratched
3) dvd lens going bad
4) you replaced the dvd drive in your 360 without knowing what you were doing
5) it's a burned game and you don't have a modded 360
6) you attempted to mod your 360 and messed up

post here if you figure out what's wrong

Honsetly, you have to be pretty dumb to do number 1.