Just to get the ball rolling, here's the best way to start installing mods to your copy of GTA 4 on the PC.
Courtesy of Gunner from GTA4Mods.com, I present 4MI.
It's an all-in-one mod downloader, installer and launcher. Simply download the app, fill out the settings tab and away you go.
Download Mods
Using the download tab you can browse the mods that are currently hosted at GTA4Mods.com, download them and have the app install them to your game.
Install
Using the My Mods tab you can view downloaded mods, as well as install or uninstall them.
There is also a program included to create your own mod packages.
If you want to start out modding GTA IV on the PC, I recommend you start here.
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