Try downloading the latest DirectX Runtime files from Microsoft. Also check in Task Manager, if gta_sa.exe process isn't already running.
If you run at any substandard resolutions (e.g. 960x720), try to change your resolution to a commonly supported one (e.g. 640×480, 800×600, 1024×768, 1152×864, 1280×1024) by launching Grand Theft Auto: San Andreas in normal mode, setting the new resolution and exiting.
If you are a user of Windows Vista or Windows 7, try the following:
Enable Windows XP SP3 compatiblity mode for both Multi Theft Auto.exe and gta_sa.exe, setting their privilege level to "Run this program as an administrator".
Configure Data Execution Prevention: Use the setting Turn DEP for all programs and services except those I select. Click add and find "Multi Theft Auto.exe" and "gta_sa.exe" and add them.
Run MTASA as administrator.
Source(s): https://wiki.multitheftauto.com/wiki/Kno ... ash_screen