IH8UALL

Yea backups are really important especially if you're going to be modding a lot of textures using ENBs and such. I've tested about 4-5 different ENBs and only about 2 worked with my setup so it just depends on whatever version of GTA you're running. 
 
1.0.7 is best if you're wanting to play mainly LCPDFR and 1.0.4 is good if you just want the best version of ICEnhancer and just like playing the GTA campaign. 

This.  A million times this!  People often mod their game without backups and they pay the price because of it.
 
Also, a tip: never be afraid to ask questions.  Search the forums first but if you have a problem you just can not resolve nor find an answer to, don't be afraid to make a thread in the appropriate section.

Be sure to make a backup of your game before you begin to mod it!

*cough*wrong forum*cough*
Well, to start off, have you bought gta iv for pc and installed the 1.0.7.0 patch? (http://support.rockstargames.com/entries/484496-Grand-Theft-Auto-IV-Patch-7-Title-Update-v-1-0-7-0-English-1-0-6-1-Russian-1-0-5-2-Japanese-)
After that you need lcpdfr which can be downloaded in the downloads section here.
And there is car mods too and tutorials for how to install them.
 
For script mods to use with lcpdfr check out this: '?do=embed' frameborder='0' data-embedContent>>
LCPDFR Install tutorial: http://www.lcpdfr.com/page/tutorials/index.action/_/script-data-file-modification-tutorials/how-to-install-lcpdfr-error-help-and-links-r58
Car mod tutorial: http://www.lcpdfr.com/page/tutorials/index.action/_/vehicle-modification-tutorial/how-to-install-car-modifications-for-gta-iv-r2
 
And that's the basics.
I hope I helped, and welcome to the community!