I can't alt tab because whenever I come back to the game from the desktop, my whole PC freezes, so I have to kill the GTA SA process.
But thanks for the good advice. Iam sure many other people will be helped with this.
(Windows Vista 32-bit related`?)
EDIT: I read the solution in the faq of the mta wiki, but it also didn't help. The controls were already set to mouse + keyboard. And after I push the windows key, my computer always hangs. After 1-2 minutes Iam in the desktop, but if I switch back to MTA, a message appears with "Can't get the viewsize" and after this another message appears:
http://ultraupload.de/image/696/43a5.html