You should buy Grand Theft Auto IV when it comes out, that much is clear. You shouldn't download some PAL version from pirates. And, if you do, you really shouldn't be connected to Xbox Live when you play it. That's just idiotic.
But the world is full of idiots, thus, gamers are earning achievements with leaked versions of the game at this very second.
Here's evidence, from MyGamerCard.com:
Microsoft is looking into the matter, apparently.