1. Download either SparkIV or OpenIV. http://www.gtamodding.com/index.php?t...
2. Open Grand Theft Auto IVpc exturesloadingscreens.wtd by using your selected tools.
3. Extract the character images that you want to change. It is usually ends with "_2" in their file name. (Don't forget to make a backup copy of loadingscreens.wtd)
4. Edit your extracted character image by using Photoshop or any image editor. Make sure the background of your images is transparent. Save it in PNG format and do not change their file name.
5. Then, import it in loadingscreens.wtd and save.
6. Open your GTA IV and you should see your favourite character on loading screen. If not, you may have to restart the game again.