[Limex]

If you downloaded it then it's likely that the file destination of SA isn't properly setup.

Go to Tools --> Settings

And then set the Installation directory to the folder where gta_sa.exe is.

Also if you downloaded it, it's also likely that it is corrupt. So you may have wasted your time downloading a fucked version of SA.

If that doesn't work,

search "san andreas downgrader" in ****** and get the downgrader, and downgrade your SA. That may fix it.