This are only starter saves for GTA III. I made those because I couldn't find any of these starter saves on the net anymore.
To install it, open the archive and choose the folder you want. Put GTA3sf1.b from any folder to My Documents/GTA 3 User Files. These are only for the PC version of the game. If you have any problems, it is probably because you don't have version 1.1 of GTA III.