I've got solution! You must start normally Multi Theft Auto.exe. Then you'll have file "a.r" in your GTA San Andreas folder, which contains a path to you "Multi Theft Auto.exe.dat" file, for example I've got "C:\Program Files\MTA San Andreas\Multi Theft Auto.exe.dat". When you started MTA, you got wine error. Don't bother. Close the wine window and start MTA_SA_unix.exe. But remember, that he'll delete your a.r file, so you'll have to do it again in next time.
I played MTA few times, and It's the proof, my method was working.
fixme:advapi:SetEntriesInAclA 1 0x177efe0 (nil) 0x177efdc
fixme:advapi:SetSecurityInfo stub
fixme:win:EnumDisplayDevicesW ((null),0,0x177f688,0x00000000), stub!
fixme:win:EnumDisplayDevicesW ((null),0,0x177f678,0x00000000), stub!
fixme:win:EnumDisplayDevicesW ((null),0,0x177f2dc,0x00000000), stub!
fixme:win:EnumDisplayDevicesW ((null),0,0x177f774,0x00000000), stub!
fixme:system:SystemParametersInfoW Unimplemented action: 59 (SPI_SETSTICKYKEYS)
* About to connect() to 1mgg.com port 80 (#0)
* Trying 208.43.123.124... * connected
* Connected to 1mgg.com (208.43.123.124) port 80 (#0)
> GET /affil/mta-1.0dp2 HTTP/1.1
Host: 1mgg.com
Accept: */*
< HTTP/1.1 200 OK
< Content-Type: application/octet-stream
< Accept-Ranges: bytes
< ETag: "2675479994"
< Last-Modified: Mon, 13 Jul 2009 07:05:07 GMT
< Content-Length: 1782
< Date: Mon, 13 Jul 2009 07:05:29 GMT
< Server: lighttpd/1.4.19
<
* Connection #0 to host 1mgg.com left intact
* Closing connection #0
fixme:quartz:MPEGSplitter_query_accept MPEG-1 system streams not yet supported.
fixme:quartz:MPEGSplitter_query_accept MPEG-1 system streams not yet supported.
fixme:wave:DSD_CreateSecondaryBuffer (0x7a951f8,0x177fca4,8014,0,0x7a95880,0x7a9598c,0x7a95860): stub
Initialised SoundManager
Yes, it was working, but now I've got a sound driver error, as you can se. : )