It seems the downloads come with a keylogger, which sends its data to a remote server. The former spawns aggressive planes which attack the player, while the latter allows players to walk through walls and objects. Although both delivered the promised features, they came up with a nasty surprise exposed on GTAForums.
The two mods in question are Angry Planes and Simple Noclip.
Modifications allow fans of games to change the way they play in fundamental ways, and are often done with the blessing of the publishers. Two popular Grand Theft Auto V modifications have been found to contain unwanted additional malware, according to The Escapist.