Here's a quick guide, quote it for people, now the questions are getting out of hand
Get the retail version.
Install patch 1.0.4.0:
www.gamefront.com/files/13914...ch-v.-1.0.4.0/
Download Xliveless:
public.sannybuilder.com/GTA4/...ss-0.999b7.rar
rapidshare.com/files/39299348...ss-0.999b7.rar
Place only the "Xlive.dll" in your root GTA IV folder, where the .exe is placed.
Download iCEhanced 1.2:
www.gta4-mods.com/misc/icenha...phic-mod-f9236
Keep the folder structure and copy them into your root folder and just replace any files when it asks. ( Remember to back up if you want to restore )
Open the newly copied "iceconfig" and find the [TREE] section. Replace the numbers below with the following;
[TREE]
LeavesReflectionAmount=0.0
LeavesSpecularPower=0.0
LeavesAmbientAmount=0.95
LeavesColorMultiplier=1.0
LeavesColorPow=1.8
LeavesColorFilterR=1.0
LeavesColorFilterG=1.0
LeavesColorFilterB=1.2
It gives you some better looking trees, the default are overly green and very ugly.
Now you can, alternatively, download a texture mod of your desire. I suggest "Better City Textures" that clock in at over 7GB unpacked.
www.gtagarage.com/mods/show.php?id=5906
Another Copy & Paste job, copy over to the root folder, keep the structure and replace when it asks ( Remember to back up ).
Start the game, enjoy. That's the basics. Plenty of more modding to do, cars, in-game trainers, skins etc. but you can toy around with that yourself.