Install the latest patch of
MTA:SAInstall the latest
Direct X runtime by keeping this option to automatically install it, enabled in the MTA installer selection.
If installing those does not fix the problem, try:
Delete the gta_sa.set file located in the GTA San Andreas User Files in your Documents
Check in your GTA San Andreas installation directory for a D3D9.dll. If one is present, delete it.
Ensure that your GTA San Andreas installation is not modded in any way. If it is, please uninstall, then re-install GTA San Andreas first before installing MTA: San Andreas. While MTA can cope well with most mods, this will exclude the chance some funky mod is causing problems without a long troubleshooting process to determine which specific mod the culprit is. Please note that the more (type of) SA mods you have, the higher the risk for stability issues; MTA has a high tolerance for things it's not designed to be compatible with, but it has its limits.