Rockstar do not supply stores direct, at least not in the uk anyways.
ALL of m$ products go through a company called GEM, which is based in Harlow, Essex.
When they are mentioning games sent to people early, i assumed they must be on about Rockstar staff, and other staff who have helped in making GTAIV in some way.
Hell, even the GEM staff get the games well early, and most are even allowed a free copy!
as for other stores in the UK, blockbuster for example, they get there games in almost a week early, but still from GEM. the staff are allowed to rent games on their staff accounts before general release, but this time GTAIV isnt out for rental before sale.
so, as for them checking for people playing online, they will probably just look at server stats and check ips etc, then if the numbers dont add up youll no doubt get a message.
ive been looking on newsgroups and there are already a few copies of GTAIV available, whether they are real or not i cannot say as i dont have a modded 360.
companies are never gonna stop games getting leaked, same as movie companies.
like the guy above said, if they want it to be safe until launch, dont send out preview copies which are just begging to be leaked to the world!