If you have changed OS or Screen settings, If your system upgraded anything (drivers, etc) Delete the GTA_SA.set File.
Are you playing the game in W98/XP mode, with Administrative Privileges?
And... before people here begin investing a lot of time trying to fix a possible NO-FIX situation:
How are you playing:
1. With the Original DVD in the Drive?
2. OR are you Using a 'backup' disc?
3. Are you Using a No-CD crack?
4. OR a Downloaded game from Direct2Drive, or SteamPower.com
5. If none of the above, where did you get your game? Please specify.
When posting a problem, be sure to include the following information about your computer:
Operating system (Windows users: be sure to mention if you have XP or Vista, and which Service Pack you have)
Video/Graphics card type + graphics memory
RAM (random access memory)
If you have installed mods, search or post a topic in this forum
This will help to identify the problem.