I can use ASIs on Windows 7, which is based on Vista, so it is likely that you didn't get the right mod for your version of GTA IV, or it may be due to User Account Control restrictions.
In windows 7 they must of fixed that problem. For me, it isn't that the game runs and the .asis don't work, the game tries to start up then crashes. Also it isn't the .asis themselves, it's the dsound.dll file. And it isn't because the dsound.dll file is outdated, other people have my same problem.