There is no known problem between SP1 and SP2 with MTA, and if one of your computers isn't responding to ping from the other one then it's most likely blocking ICMP echo. Programs such as ZoneAlarm and other firewalls (even Windows Firewall) do this so make sure to disable them.
I have that. You can pick up the adapter for about £10 (~$18) and you simply plug that into your USB port and then the PS2 controller into the adapter and it works a treat. The only downside is that the none of the buttons have pressure sensitive proportionality, although the analog stick rotation is. I don't know whether this is just the case for GTASA or if it is the same for all PC games when you play with the dualshock controller.
Open task manager, end explorer.exe, start it again and then delete the file, it should work. It's a common bug in Windows that if something messes up it won't let you delete certain files.