First you will need to download & install San Andreas Multiplayer (SA-MP) modification for your Grand Theft Auto: San Andreas (GTA:SA).
Visit the SA-MP download page to download latest version of SA-MP client:
www.sa-mp.com/download.php

Check out the the official wiki page for guide on installing the SA-MP client and more information:
http://wiki.sa-mp.com/wiki/Getting_Started

After you have installed SA-MP, start the SA-MP client by clicking the icon:...