there can be 3 things to check, if you have the latest version which is 0.3c, and the other can be if your singeplayer isn't working, and without it you cannot play sa-mp, and if none of those work re-install sa-mp or Singleplayer.
Hi, recently the same thing happened to me, all I did was press CTRL ALT DEL, then went onto my processes and found that gtasa.exe was running more than once, I ended all of them and retryed and it worked! But im not certain it will work for you as it is a rare problem, but just thought I would share with you what I did just in case. Good luck.
There are more people who got this problem. Try all the times again, and if it doesn't work you must to reinstal GTA San Andreas + SA:MP Files.
If that's not the worken selution, please Forum PM me than you can get other tips to do.
Have fun with trying again
I hope I helped you enough, otherwise you can Forum PM me.