Hmm.
Try 'searching' PC for the gta_sa.set file, tick the 'search hidden files' option under advanced. I've seen a mod that let's the save data be stored in the san andreas main folder instead of 'My Documents'.
Is reinstalling an option?
If all else fails, you could do this:
START >> RUN
In the box, enter 'regedit'
Once Reg Edit is running, find 'andreas', any references to san andreas, delete.