[Manestic]

First, get your screen resolution windows uses.

Then, open your GTA directory and find le gta_sa.exe
Make a shortcut to that exe.
Place shortcut on desktop.
Right click shortcut and choose 'properties'.

There's a field named 'target' or sum like that, which should contain something like
"A:/Games/GTA San Andreas/gta_sa.exe"

change that to
"A:/Games/GTA San Andreas/gta_sa.exe" -width=<insert X here> -height=<insert Y here>
(obviously change <insert X> and <insert Y> to your windows resolution X x Y)

Safe the shit.
Hit the shortcut to start up SA.
Go to options and change the game resolution as you like (obv not 800x600).
Safe the shit.
Close game.
Delete shortcut.
Play sa-mp.

source: http://forum.littlewhiteys.co.uk