INSTRUCTIONS ON USING SAVE FILES FOR GTA IV:
1. Download desired GTA 4 save game file to your desktop.
2. Extract the saved game using WinZip or the other similar software.
3. Seek for Rockstar Games folder inside user/Documents and Settings/.
4. Copy extracted SGTA400 file to Rockstar Games/GTA IV/savegames/.
5. Start your copy of GTA IV and load the first savegame slot.
NOTE: if you have a brand new game installation (which means you didn't play game before using downloaded savegame), it is recommended to start the game, and exit right after the first mission starts. Do this before following the instructions above. This will create necessary files within the game save directory.