Tyler315

Since it is not simple, I will put it step-by-step.
 
Step 1: Download Spark IV or OpenIV (This puts the mods into the game)
Step 2: (Optional) Download emergency lighting system. This puts in better lights for ELS enabled cars. If you don't have the best computer, there are some great mods here and at other GTA IV Modding sites that are non-els.
Step 3: Download Simple Native Trainer. This adds a function to the game that will allow you to add weapons, spawn cars, and much, much more.
Step 4: Download any custom siren that you want. There are plenty of tutorials here and on Youtube that teach you how using SparkIV/OpenIV.
Step 5: Put any other mods that are .net scripts of your preference into the scripts file in you root GTA IV/EFLC Folder.
Step 6: Enjoy your newly installed mods!
I am glad to help.