Hi Daniel,
I don't have the Steam release, but, I do see the following posting
over on the Wine AppDB ...;
http://appdb.winehq.org/objectManager.php?sClass=version&iId=15325
Albeit a linux posting, it is close enough in Wine release version
to draw some corollaries from -- the pertinent parts of that situation
(for our purposes here wrt Crossover Games) is this ;
"[i]I had to install 2 overrides using Winetricks to get this game to
run at all (i.e. for the intro movies and cutscene playback):
quartz.dll
devenum.dll[/i]"
The other parts you already have (part of the Steam install process
in CXG). In basic terms you need to acquire native versions of these
.dll files (they're actually part of the directx redistributable in
'ntdx.cab' but we don't routinely install them), copy same into the
Steam bottle's ../drive_c/windows/system32/ directory, and then
start the Wine Configuration item from in the Control Panel tab of
the Manage Bottles GUI - be sure to select the Steam bottle. Once
the Wine Configuration GUI appears, in the first tab (Applications),
click on 'Add' and navigate to the gta-sa.exe file and open it.
Next, click on the Libraries tab, and type in the names of the above
2 dll files and add them there - you should leave them set with a
load order of 'native,builtin' for the first try. Now click on Apply,
then OK and exit this part.
Try running the game again and see if it works ; if it doesn't, open
up the Wine Configuration GUI as per above, highlight gta-sa.exe, go
to the libraries tab again, and set the load order for both to 'native',
Apply, OK, and try again. Lets us know how you get on ...
Cheers!