[[FSaF]Jarno]

For the linux users (yes, i know there aren't that many of them AND that the original post doesn't use linux, this might still help someone) by running the game through explorer, it forces it to run in windowed mode. This works with any game, including GTA:SA singleplayer, which doesn't have a windowed mode option. Just use "wine explorer /desktop=800x600 path/to/gta/sa.exe" in terminal. The "800x600" doesn't really matter, since most of the time the game's own settings will override it, and you can set the window size from GTA:SA's options.