"Alice" is necessary for this MOD.
http://www.gtaforums.com/index.php?showtopic=386816
Add "smoking.lua" to the Alice folder. 
Please replace "Alice.asi" with Old "Alice.asi" if the lua script doesn't function.

---V1.1_Update---
Animation to ignite the cigarette was added. 

---How to use---
Smoke the cigarette -- Press "ACTION" and "SPRINT" keys
*[360 game pad]     -- Press "LB" and "A" keys
*[Keyboard]         -- Press "E" and "SHIFT" keys

-Health recovers while being smoking the cigarette.
-Processing slows when it is a personal computer with a low specs.
 There is a symptom that the cigarette doesn't appear even if the key is pushed.
---Ways of coping---
You keep pushing the key for about 5 seconds, and wait for about 15 seconds afterwards. 

By the way, my specs of pc.
CPU---AMD Athlon64 3700+
Memory---1GB
Graphic---GeForce 8600GT
And, the setting of GTA4 is the lowest.
Therefore, I do not know what operation this MOD does when the performance of PC is normality.
Sorry...