w_m4.wdr/wtd go here: GTAIV\pc\models\cdimages\weapons.img\

weaponinfo.xml goes here: GTAIV\common\data (same as the main weaponinfo.xml in the mod just gives the m4 60 round mag)

gun@rifle.wad (yes rifle is correct the m4 now uses the rifle anims) goes here: GTAIV\pc\anim\anim.img\