Then click left on:
CLEO 4 Library (v184.108.40.206f)
an auto-installer of CLEO 4 for San Andreas.
Close the program and goto: start >> CLEO 4 >> Run as Administrator. Select the 2 highest standing boxes and select the place to put the cleo libary in your GTA SA file.
After this you'll have t CLEO4 folder with it's files in your GTA SA file.