If the game is crashing/freezing just after the loading screen, but whilst connecting to the server itself, though your GTA: VC may be installed properly its is likely there is something on your side triggering the crash.
Additional mods, changed game files? There are common culprits.
Usually if that was the case you would have crashed earlier, but a faulty modification can still get in the way.
Otherwise it would be good to check on your connection and try and find out why your screen freezes. Does it do that for other PC games?
Even if a server is offline or you cannot connect to it for whatever reason you should not freeze altogether, unless it's just one of the "random" VC:MP crashes/timeouts from the client itself.