Google, how to be a super administrator on Windows 7. If you want to.
Install those with administrative rights:
http://www.xbox.com/en-US/live/pc/downloadclient
http://www.microsoft.com/en-us/download/details.aspx?id=30679
http://www.microsoft.com/en-us/download/details.aspx?id=30653
And make sure that you are running the game with administrative rights by going to GTA IV/EFLC folder, right click on GTAIV.exe/EFLC.exe, select 'Properties' then 'Compatibility' and enable option 'Run this program as administrator', also do the same exact thing to the LaunchGTAIV/EFLC.exe.
Also, download and extract Scripthook.dll and ScripthookDotNet.asi files to your GTA IV/EFLC root folder (http://www.hazardx.com/details.php?file=83) and overwrite the files when asked.