Officer No name

Did you make sure to move the folder that contains all of the juicy contents into the main GTA IV folder?

I don't know if you've fixed it yet, but I managed to fix it by downloading a completed save, if that doesn't work there's not much else that I can think of besides deleting all saves, uninstalling LCPDFR, playing through the game for a while and then installing LCPDFR, hope I helped.