http://youtube.com/watch?v=yAsOgD6oe-Q
The link to them.
http://www.rockstargames.com/classics/
To download gta2 you have to click the picture then fill out the bottom info on the page with bogus information for security reasons (they'll probably hunt you down, or send you spam. Normal internet stuff). Clicking the image won't take you to a new page btw.
There is a third game but I doubt anyone know what it is.
A how to for noobies vid (that's what the title say. GTA2 Newbie video)
http://youtube.com/watch?v=2Mgq93RQMCs&feature=related