Hello.Here is the step by step
1-You must be sure that your system meet the minimum requirements of gta sa*
2-You must get the installation disk
3-Install it on your desired drive
4-Play the game(Enjoy!)
*The minimum requirements of gta sa is
1GHz Intel Pentium III or AMD Athlon Processor
256MB of RAM
8x DVD-ROM Drive
3.6 GB of free Hard Disk space for a minimal install
64MB Video Card with DirectX 9 compatible drivers ("GeForce3" or better)
DirectX 9 compatible Stereo Sound Card
Keyboard & Mouse
By the way nowadays most of the pc play it without problem.
I have the similar problem of DirectX 9. So, i tried the following way to solve it. Try yourself and it will solve your problem, as it solved my problem too.
1. Right click the game setup file and select "Properties".
2. Click the "Compatibility" tab.
3. Now select "Windows 2000" in "Run this program in compatibility mode for" textbox.
4. Make sure the checkbox is checked.
Then try to install the game again, and report me soon.