Check to make sure you have the following
-CLEAN GTA SA folder (NO CLEO,NO MGFUNCS,NO SAMP FUNCS, NO ANTI-CRASHERS)
-gta_sa.exe V1.0 (not 1.1 or higher)
-SAMP 0.3z R1
-You have extracted all of the "bin" files into your GTA directory
-Run SAMP as an administrator (not always neccessary, but...