If you get close to a mod shop and when it finishes raising up the door your game crashes, keep reading.
First possible solution
1) Delete the file gta_sa.set from My Documents/GTA SA User Files Folder, this will return all configurations to default.
2) Start SA-MP and try to get in a mod shop without doing any changes in the configuration.
If it worked:
- Start changing now the settings (visual, sound, etc) one by one, trying if you crash at any change of them.
If it didn't
- Go to the second possible solution
Second possible solution
1) Go to your control panel.
2) Select "Sound, audio and voice devices" and then "Sound and audio devices" if you are using view per categories, or just select "Sound and audio devices" if you are using classic view.
3) Select "Advanced" in the speaker configuration box.
4) Select "Performance", and slide hardware acceleration all way left.
5) Get in SA-MP and try if it works, if it does, try now sliding right the hardware acceleration slider until you game doesn't crash.