These are savegame files for every storyline mission you encounter in Grand Theft Auuto IV.
If you came across a mission that you liked, now you can play it again.

You need this: http://www.gtaforums.com/index.php?showtopic=388658&hl=xliveless or else it won't work.

The only bugs are, that some files don't have full health so you might want to take a trip to the gun store or buy a hotdog.
If this doesn't work in anyway, please leave a comment.

When you install Xliveless, make sure you move the saved game files from:
C:\users\%YOUR USERNAME%\appdata\local\Rockstar Games\GTA IV\savegames\
to
c:\users\%USERPROFILE%\Documents\Rockstar Games\GTA IV\savegames\

I have now updated it so all the saved games are in one file because of some people downloading
specific parts without knowing what they contain.