Alright, to clarify the exact procedure I used..
1) Install GTA:SA from Steam. Make sure it's 100% downloaded
2) Move original / no-cd / whatever gta_sa.exe into your newly downloaded GTA:SA.
Mine defaulted to
3) Install MTA. I used the default which is (I believe)
4) During the install, or maybe it's after, MTA asks you where San Andreas is installed. Point it to the same location as step #2. If it errors saying that it cannot find gta_sa.exe, then you either have the wrong location specified, or you messed up step #2.
Finish up the install. You should be able to run MTA at this point, and it should play like it does normally. I would assume if you used your legit copy of San Andreas' .EXE, then you will need your CD-Rom in the drive to play. If you used a no-cd .EXE, then it should just work.
If you don't mess with any of the other files in the GTA directory, you should still be able to load GTA normally through steam. Running MTA itself, should NOT cause steam to load, nor should you see any steam prompts or anything. If you do, something is wrong.
[OPTIONAL]
If you want to, you can remove the intro movies GTAtitles.mpg and logo.mpg. This was a common thing to do to the original game, it stops those videos from loading, allowing you to just click past them while loading the game. Saves some time. If the screen is blank while loading, just click once or twice and it'll continue.
These are located here:
You delete these videos, and create new files (File -> New -> Text document, or whatever it is listed as), rename them to GTAtitles.mpg and logo.mpg, and set them as READ-ONLY. If you play the game using steam, you might want to disable automatic updating for GTA:San Andreas under steam.
Anyone still having problems?