[Sazaj]

When pressing 'Connect',
sometimes it doesnt let me to connect, whenever I go and press it again, it crashes. After the crash it runs perfectly?

[InstantGaming]

Do you have any modifications installed? Sometimes the modifications you install can affect that way the start up runs.

[Eliminator]

Well, Happens To Me.. i Can't Exit it
what i Did To Solve it is,
Re-installed My SA-MP

And It Worked 100%

nJoY!

[Tomboeg]

Are you running the downgraded version of GTA_SA?
You need to apply the third party patch in order to play SA-MP.
http://sa-mp.com/download.php

If this is not the problem try:

Try to re-install SA-MP.
If this doesn't work. re-intall GTA_SA.

[DowDaw]

try to re-install SA-MP.