Make sure you aren't using a crack - We don't support cracks
Update GTA IV to 1.0.7.0 (the latest version of the game, or 1.1.2.0 for EFLC) - This sometimes fixes a wide variety of issues
Make sure that you run the game as an administrator.
Make sure that your GTA IV root folder (and every subdirectory) is not set to "read-only"
Ensure that ScriptHook.dll, ScriptHookDotNet.asi and Dsound.dll OR Xlive.dll are in the GTA IV ROOT folder
Ensure that there is a folder titled 'LCPDFR' in the ROOT GTA IV folder.
Check that all the above files exist, if they do not, reinstall LCPDFR with the MANUAL installation.
Ensure that you are using up to date versions of every LCPDFR dependency and LCPDFR itself.
Install these: .Net Framework 4.5, Microsoft Visual C++ Redist 2012
Anything is not Crossed I will try them. This list will be update.