If you install the game and gta-sa.set isn't present, something is wrong with your installation, not with MTA. Is this a downloaded version of the game or a retail copy?
Another possibility is that it is video card related. What video card do you have, and did you change any settings (update drivers, go into it's control panel, etc.) before it stopped working?
Also, when you uninstall, be sure to remove all traces of GTA:SA (delete these folders: My Documents\GTA San Andreas User Files and Program Files\Rockstar Games\GTA San Andreas).