Here is the "IMG Tool" of GTA IV as such, this will allow you to install the mods into the game. This is also a very powerful tool for GTA 4, with this you will be able to look at texture files,
sound files and infact almost any part of GTA IV and have the ability to export almost anything including the models, textures and scripting withing the main game itself. This is probably one of the most powerful and best tools that you can have for GTA IV. It should be noted that this program is a beta version, so it may have some bugs but it does work with the latest version of GTA IV (and all of the previous versions). As always it is highly recommended that you back up all of your files before you install any modifications. You will also need to use XLiveless or any similar tool to install and use any of the Modifications in GTA IV.
Required Files: X Liveless (Only needed for using modifications)