I have it working on Elementary OS which is built on Ubuntu 12.04.
The first step is to install Wine, and ensure you have it configured to suit. Make sure you do NOT emulate a virtual desktop otherwise you could experience serious lag.
You'll need to mount the ISO in order to properly execute the .exe with Wine (at least from my experience). I didn't actually try simply extracting it as an archive, that's up to you.
However, to mount run these command:
sudo mkdir /media/gtasa
sudo mount -o loop /path/to/to/gtasa/iso.iso /media/gtasa
If you get a permission denied error use the following:
sudo chmod -R 777 /media/gtasa
From here you need to simply double click (or single click dependig on settings) the setup.exe from /media/gtasa and it'll execute in Wine. Simply install it to your virtual window's program files as you would normally. Once you are done simply download and run the install for SA:MP and install to the same directory as you would.
Once installed, you need to unmount and remove the directories.
sudo unmount /media/gtasa
sudo rm -rf /media/gtasa
Run SA:MP as you would normally, and GTA:SA should run as planned. I've only noticed some sound issues, but other than that its fine.