|"You know you can use the edit button or just say those 2 things in 1 post, right?."|
DYOM GTA IV is a suggested Design Your Own Mission mod for GTA IV.
On March 28, 2010, Dutchy started a topic called "DYOM GTA IV?" that they are discussing about this possibilty.
Creating DYOM GTA IV
It seems that to make DYOM GTA IV is very HARD. On April 9, 2012, Dutchy posted it with this:
"It wouldn't be too hard, but it would be hard. However, since there isn't much known (compared to SA), we have to find out everything ourselves. Before we started DYOM, people (even other great coders) didn't think it was possible to make something like DYOM. So it would take years to make something like dyom for IV. It would be very very hard if there was a lot of documentation; since there isn't much documentation, it is nearly impossible and will cost lots and lots of time.We did try to make DYOM for IV, we even had a bit of code (it was possible to create a marker and icons or an actor you have to kill ingame). But that already took a lot of time, so we didn't go further." 
So, there won't be DYOM GTA IV.