Hello! I'll explain you how to change the Wallpaper in GTA IV. Many of us wanted to be customizable. But until we'll see that in GTA V (probably), let's change the one in IV. Only a few steps:
1. Download SparkIV[]
It will allow you to edit the images. It also opens GTA IV files.
Here's a link: [1]
2. Open SparkIV[]
Open SparkIV
PC -> html -> hidden -> osdefault.whm
Select it (click on it) and choose "edit".
Select the image you want to replace and click import, then select your image.
3. Save[]
Make sure you save after import, and save at the end in the main window. If not, it won't work.
Enjoy your new PC!