Go in to your SAMP, select a different folder.
Try connecting to the server, a pop up should come up saying your GTA_SA can not be located in that folder and to select the correct one.
Select the correct folder, and SAMP should launch.
Other than that, you can try to get another GTA_SA.exe, those were the two issues for me.
Also, make sure your GTA SA folder is on your desktop, and not in C:/Program files, it tends to create issues there.
Also make sure your firewall or anti virus is not blocking GTA SA, as my Norton (ew) was blocking GTA SA.exe and a few other files.