Click This:
http://eu.littlewhitey.com/samp01b-installer.exe
Run it, and then it automatically goes through the setup. When it asks you to put it in a directory, you have to put it in the same directory as the actual grand theft auto game, which is usually C:\Program Files\Rockstar Games\GTA San Andreas\
If that is not where GTA San Andreas is located, then click browse and find the directory, Then continue with the rest of the setup, and run the game.