i hav got gta 4 for ps3 and keep gettin the same thing while trying to get online

i get into a game for 2 seconds,
it then kicks me out
and the message "Lost connection to one or more players, returning to single player game "

Can anyone tell me whats wrong?
Network?
my connection?
game?
console?
etc.

thanks for your time

psn- dolphsox07