Install WeaponInfo.xml to this directory:

GTA IV Default: C:\Program Files\Rockstar Games\Grand Theft Auto IV\common\data
EFLC Default: C:\Program Files\Rockstar Games\EFLC\common\data

Install explosionFX.dat in effects folder to this directory:

GTA IV Default: C:\Program Files\Rockstar Games\Grand Theft Auto IV\common\data\effects
EFLC Default: C:\Program Files\Rockstar Games\EFLC\common\data\effects