There are some free demos and even full versions of Grand Theft Auto available for download (depending on the version). Thought I'd mention that to forestall any accusations of copyright infringement on your part daxter_800.
A virtual drive is software that imitates an optical drive and allows you to run ISO's of games or videos. If you have an older version of Nero Burning Suite installed, it might have the Nero virtual drive enabled. There are other popular virtual drives, like Daemon Tools and Slysoft's VirtualClone Drive. Alcohol 120% is another.