Check you have the correct version of gta:sa or downgrade it
Change compatibility modes of gta:sa.ex/samp.exe
uninstall, clean and reinstall (i.e. remove registry entries, delete the folder manually as well)
delete the folder in "my documents" (gta:sa user files)
After this more details would be nice, like OS and what happens (do you get to a loading screen, any screen?)