Weapons, vehicles and player items are all installed in the same way:
- Update you game to either 126.96.36.199. or 188.8.131.52. (the latest patch)
- Backup your entire game! (mods mostely replace files instead of adding files so this is absolutely nessecary)
- Download SparkIV (or OpenIV but SparkIV is better for beginners)
- Start it up and hit 'Browse' (It'll now browse to your gta folder)
Now just go to gta4-mods.com and select something you want (weapon, vehicle and/or player items like clothes)
- In SparkIV navigate to pc/models/cdimages and you'll see a few images, these:
Componentpeds.img (for pedestrian files)
pedprops.img (for pedestrian accessoires, mostely caps and also 1 file for the players caps/helmets etc)
playerped.rpf (for player clothes)
radar.img (not sure, but mostely unimportant for basic mods)
vehicles.img (for all your vehicle mods)
weapons.img (for all your weapon mods)
Now lets say you want to download a weapon, you'll get a .wtd and .wdr file which need to be imported in the weapons.img. To do this just double click weapons.img and hit the big 'import' button now select the the files (the .wdr and .wft). If you've done it correctly you shouldn't get an error and the weapon you replaced is highlighted (in blue)
If you're done with importing (you can import several weapons at once) hit save. After saving you can exit SparkIV and the mod is installed.
You can follow this process for vehicles and player clothing too just open up the corresponding image (and carefully read the readme provided, this will give the same instructions and often some additional instructions for other files you need to replace).
P.s. Launch your game through 'LaunchGtaIV' once you've installed mods
For scriptmods you'll need an asiloader and scripthook.dll, the easiest scriptmod to start with is simple native trainer since it also gives clear instructions on where to get these files and where to place them:
Copied from the readme:
You will need EITHER Alexander Blade's ASI loader (dsound.dll), or Listener's xliveless (xlive.dll) or Yaasil (dsound.dll) in order to run this. The ASI loader also needs to be copied into the GTAIV main directory. Be aware that you need to copy the ASI loader also to EFLC if you happen to have that version.
So to be clear, you also need scripthook along with one of these 3 files (which can be found inside the simple native trainer pack for which I posted the link). So xliveless isn't the only option out there, it actually disables games for windows live and changes the savegame location so I personally prefer dsound.dll. You can't play multiplayer anymore with xliveless