On to the point I tried installing san andreas with the same CD I used last time.
I tried opening SA single player I click on it and the mouse pointer loads but it won't start, same goes for SAMP I click it pointer loads and nothing won't open at all.
Things I did:
deleted gta_sa.set
Reinstalled twice.
Don't have a D3D9.dll
Made a new user and tried installing there, didn't work.
I always run it as administrator.
tried installing DirectX 9, nothing.
I left the CD in the driver came up with please mount the correct CD/DVD something like that.
System:

So any help other than the things I mentioned above.