SA:MP is short for San Andreas Multiplayer which is a mod for the GTA:SA game.
You can download the file by going here:
www.sa-mp.com (http://www.sa-mp.com)
You must own GTA:SA to be able to play SA:MP. It also must be Version 1.00 otherwise the mod does not work. If you have a steam version or the 2.00 version there is a downgrader floating around the internet.