Under Program Files (x86)\Steam\steamapps\common\saints row the third Just throw it in your Saints Row The Third folder. Snag Gentlemen of Steelport: (you'll need this for later mods too.) More info here: Throw it in the Program Files (x86)\Steam\steamapps\common\saints row the thirdĢ.
If you want to turn up extra visual settings get this: Just throw everything in the folder to another one named something like save backup. Should be at: Program Files (x86)\Steam\userdata\14771558\55230\remote or similar path. Before we get into this make a backup of your latest saved game. I do this for every game I Mod so I remember what the hell I did and how to undo it. Use something like notepad to keep notes on the mods you're doing. For co-op you & your buddy will need the same ones.