You get a Warning if you play Borderless, but you even tried it? Because it works... anyway, read the Description.
You are not bound on the NUMPAD anymore.
Take just UP and DOWN which is more intuitive, or use just the Mouse (with Wheel and Clicks)
What you are explaining isn't working: You say you go out of the Game and Control the Menu via NUMPAD = not possible.
The Hack is only reacting on Hotkeys only if GTA is Active Window, except F5 and Right Mouse Click
The Message say: "For display the Menu in Game, change Settings to any Window Mode", not that the Menu is only working in Window Mode.