Thank you guys for your replies.
I deleted the entire User Files folder in My Documents but that did not help at all

The problem seems to be GTA SA itself. Seems like the process does not end properly or something but even if I end it manually in the Task Manager the problem stills. I'm not able to run single player after several tries of opening GTA SA (it does not open) and closing the process manually but still can't connect to a server.
P.S.
make sure the process isn't comehow still running?
comehow - come how - come home
Thanks for explaining Firebox, I'm not that good with Aussie idioms
