So yeah, it just closes.
And Spaz, it's a lengthy process but I recommend completely uninstalling San Andreas and then deleting the GTA San Andreas folder in C:\Program Files\Rockstar Games\ PERMANENTLY (hold shift + del and click yes) and then running CCleaner. I'll give you the info below.
Download CCleaner http://ccleaner.com/
Open CCleaner and hit "Run Cleaner" first. After that is done, move on to the next step.
Go to the Registry tab on the side and click "Check Registry" or something like that. Hit "Fix" or whatever the fix button is, it will ask you to back up your registry. Since this is the first time you're running CCleaner, go ahead and do so.
Next restart your computer. Install San Andreas again, followed by MTA WITH A NEW USERNAME. So basically register a new username with MTA again.
Reply back with details.