Yea, try reinstalling dx9, if that doesn't help, you maybe have a mod that conflicts with the one injected, try doing it without cleos/asi or whatever else you may use.
If that still doesn't work, try deleting gta_set thing in "My Documents" then "GTA San Andreas user file" (may seem dumb, sometimes can be the only thing needed) PS: if you remove the .set file, you will lose all of your settings (they'll be same as when installing the game)
IF it isn't working yet, try reinstalling the whole GTA:SA, but only as last resort (and if you want you can even restart the computer after the Uninstall, to remove the temp files, also dumb but can help a lot)