Grand Theft Auto III

you need to get a lot of speed and feel it lift off and then push the button.the easiest place to try it out is the portland bridge.Also try resetting the controls for the dodo.

First off, you NEVER use up if you want to learn to fly the Dodo for any length of time. Using up will just cause the Dodo to climb to a sharp angle and then stall (sending it back down to the ground)...usually resulting in a flight time of 4 seconds or less.
Instead, extended flight is achieved by taking advantage of airspeed physics built into the game engine...basically treating the Dodo as if it were a glider. As rechris06 mentioned, an easy spot to get the Dodo in the air to begin is the bridge...but any downhill grade or cliffside will do. Initial pitch/roll will be based on your taxi speed before leaving the surface, and how level that surface was...so learning how to fly might be easier at the airport itself where there is plenty of flat open ground.
Getting airborne from a flat surface is done by using DOWN to nudge the craft's nose downward when you taxi at the top speed. Airspeed physics will take over and send you skyward.

In all cases, the key to maintaining your altitude is to NOT allow the nose of the craft to point more than 30 degrees upward (or it will stall). Just tap down to prevent it.