Ah! Ran the diagnostic tool and installed what it said to. Thanks so much!
And to clarify, for someone that is running into the same problem, I went into the LCPDFR folder, ran the LCPDFR diagnostic tool, hit the advanced settings to browse for the root directory and run it. My issue is that I was missing Visual C++ 2012 v4.
The mod isn't working for me and gives the lcpdfr_loader.loader error when I first get into the game.
In the root directory, the advancedhook.dll/init.asi is present, but no log file for it. Attached are the other log files that might help as to why this awesome mod isn't working. I'm on Windows 8 and recently purchased the game from Steam. I've attached the logs that I do have. It should be noted that all of these files are in the main root directory of GTA 4, and not in the LCPDFR folder if that helps.
I did try to manually replace the Advancedhook files from the manual installation and it didn't change the issue.
Thanks in advance.