Join all the files ending with the extension .001 .002 .003 etc using HJSPLIT software.
Join all the files ending with the extension .rar1 .rar2 .rar3 etc using winrar software. Then install and play!
Extract this GTA SA rar file. Inside that there will be "GTASA.kgb" file which is just 64kb!!!
Then Install the kgb Archiver and then extract the GTASA.kgb using this kgb archiver. Then play the game!