Please follow the steps below:

1. First, click the folder icon in the desktop menu bar.

2. After entering the file bar, click the document icon in the status bar on the left.

3. After entering the document, find the rockstargames folder.

4. After entering the folder, select the GTA IV folder and enter.

5. Find User Music and enter the folder.

6. Put the prepared songs into the User Music folder, and then the game will automatically scan it. (Note that the path must be in English) This will set the GTA4 radio station to your own music.