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Right click gta_sa.exe, click properties, click Compatibilty tab, choose Windows 98/Me, then click apply then ok, then delete the gta_sa.set file located in (Documents\GTA San Andreas User Files)
Mouse won't respond.
Fix -> Run game in Windows XP SP2 compatibility and then delete ".set" file. Alternatively, go into Task Manager and you should see more than one "gta_sa.exe" process!!! Close 'em down and relaunch San Andreas. Note that Alt-tabbing in/out will not work, as once you load up your save file - the game will crash and your mouse will begin to not respond as soon as the interior loads.
CJ cannot jump.
Fix -> Don't use 98 compatibility. Use XP SP2 when on Vista. You'll also have to delete ".set" file. EDIT: For those who are having issues with jumping after setting San Andreas in 98 compatibility mode, it is because "LSHIFT" is not a known key. The fix is to go into Controller Setup and change "LSHIFT" to "SHIFT" by simply pressing the SHIFT key.
Quoted the above for the .set file location, but don't use 98 compatibility:
http://www.gtaforums.com/index.php?showtopic=307992