YO Stalker,
hope you learned from the video [W]IDmad posted. It explains pretty good.
In some cases you might be unsync to other players. Hope unsync is the right word.
That means the ppl u r unsync 2 do not see u shooting so u can not hurt them with your fists, feet and weapons.
But they might be able to hurt u till u r dead.
Thats a problem that happens verry often to me and I do not know what I could do about it. In older versions of sa.mp this did not happen often, or I did not recognized it that often.