Pretty old post but since I ended up here I figured I would add my $.02.
I have an ASUS gaming laptop with Win 7 Ultimate 64 bit.
Installed GTA SA a few min ago and it ran fine but the mouse didn't work. Found another forum with a fix that worked for me.
In the GTA SA.exe properties, compatibility I have the following... Run in XP SP2, Disable Visual Themes, Disable Desktop Composition and Run As Administrator.
The "Themes" and "Composition" is what fixed the mouse issue for me.
Also; I read that some of you have no sound. When I was installing I chose custom install and saw that "Game Audio" was un-checked by default. Perhaps it never got installed for you.
Try custom install and be sure Game Audio is checked to be installed.
I also saw a video on youtube that touched on the DEP (Data Execution Prevention) feature of Windows 7. The user had to set an exemption for GTA SA.exe.
However I didn't set one, as I only have DEP on for Windows system programs, not all programs.
So far, as of posting this, GTA SA is working, intro movies, audio and mouse. Happy gaming!