Ok so this what my problem too and here's how i fixed it. First start up FRESH GTA SA and just hit new game. Play the first mission and save as soon as you get the chance. Now go back to your modded GTA and load that save game. Mix in the properties compatibility mode and the Windows DEP trick and remember, a lot of the time it wont work... but when it does, it is glorious!
Also let me know if you need me to further explain thins, assuming your familiar with modding