hmmm did you run it as xp? and did you install trollbeit then its suddenly close or nothing installed
for this problem check you drivers and make sure your windows is up to date
please put a pix for the crash massage or wright it ,, we can help you if we understand the crash massage
try to install direct x and/or install a new d3d9.dll and place it in your gta folder
ps: if you installed cleo try to remove or delete CLEO4 file on you gta folder the icon should be like some small text file and a question mark "?" in yellow above it and make sure you have bass.dll vorbis.dll and vorbisFile.dll and vorbisHooked.dll in your main gta folder
btw you must install sunnybuilder from here
http://sannybuilder.com/
and install new cleo from here
http://cleo.sannybuilder.com/
ps: choose the first one
CLEO 4 Library (v4.1.1.30f)
an auto-installer of CLEO 4 for San Andreas - stable version