How to make a 2 copies of a game no shortcut

[AliRidha]

Hi guys I have a noobish question here
I have GTA IV and I want to make 2 copies of the games so I have one with mods and another without mods.
Can anyone tell me how to do it, sorry I just bought a PC so yeah.
I want to be able to do it for all games
P.S I tried copy and paste and that just gives me a shortcut

 

[Shantanu Ghose]

Original or pirated?

 

[AliRidha]

I have the original and my friend has the pirate so both would be helpful

 

[ex_bubblehead]

...and my friend has the pirate...

Sorry, no assistance with pirated software in these forums. Closing.