Im having a problem with installing grand theft auto san andreas

[Maddolis]

After buying the game, which you obviously did (right? RIGHT?), then stick in the disks in the order it tells you.

If you downloaded the game, I wouldn't speak of it here, as it isn't the right place.
I certainly wouldn't tell you to download an .iso of the game and mount the .iso file on DAEMON tools and install it from here.