Chris Plante of UGO's games blog provides this post detailing the in-game clues in GTA IV that shed light on what to expect in upcoming The Lost and Damned DLC.
I warn that this may be considered a spoiler by some.
"The clue can be found midway through the game, so, to catch you up, let me set the stage. Niko's cousin Roman has a gambler's itch. As his debts accumulate (he's not a particularly successful gambler), Roman struggles to stay out of trouble with other gangs. This whole mess peaks when the local Russian mob kidnaps him. "