SuperStumpje

Some antivirus programs seem to have issues with the diagnostic tool (and the auto-installer) for no apparent reason. I would recommend adding the diagnostic tool to your antivirus whitelist. Not sure why it would instantly delete a file though, seems a bit weird. Then again, I've never used AVG.

Are you in lighting stage 3 (press J 3 times)? The siren won't work unless you are in lighting stage 3, no matter if it's mapped to G or not.

It's the . key, which should be between , and / on the bottom right of your keyboard. Period is the US name for the dot I think.

There is a list of weapon names in the LCPDFR user documentation, page 28.
 
To make life slightly easier, it's Rifle_M4 :)

Assuming you've got ELS v8, there should be a folder called ELS in your main GTA directory. There should be another folder caled ELS in the download (pretty sure that's how bxbugs does it) and in that folder is most likely a file named after the vehicle, probably ending on .ini (like police2.ini). Move that file to the ELS folder in your GTA directory, then go into the slotcontrol file already there, find the vehicle you replaced with the downloaded vehicle and change default_config into the name of the file that came with the download. Make sure status is set to on (default) and you're ready to go.

I'm not using bravehearts script, but I think you'll be fine with just turning off the LCPDFR callouts (F7)

Open the peds.ide file in *wherever you've installed GTA*/GTA 4/common/data and scroll down to fatcop. then, in the 4th column you'll see "move_m@fat,". Change that to "move_cop," (no " " obviously) and you're done!

Did you save a car at your safehouse?
 
(might want to check this out aswell: '?do=embed' frameborder='0' data-embedContent>> )

Make sure ELS is in express mode (Backspace)

I don't think it is, but it wouldn't make sense to put 2 people fighting in 1 car, as the fight will just continue.