You can download ASI Loader here in the Programs section.
It is just a one dll library which will replace the old one in the game directory. Default C:/Program Files/Rockstar Games/GTA IV/
1. Save the downloaded file dsound.dll to the game folder (replace the old one)
5. Copy the downloaded .ASI files to the folder in the game.
6. And that is it! You can now play (if the game won’t start and shows an error, copy this file there)