There is something you might be doing wrong, follow these steps and see if it works.
Step One: Run SA:MP and go to your "Favorites" List.
Step Two: At the top left corner, you will see a 'check' in orange, click that.
Step There: Copy down the IP of the server you would like to add or just copy and paste it in there (When you copy and paste make sure there are no spaces between the 3 digits)
Step Four: after you add, presss 'Okay' then connect to the server.