Vista - GTA San Andreas missing files

Hey guys and sorry for bringing up this problem if it has already been discussed, but it's hard for me to read all the pages that have been posted.
Let me present my problem. You know that when you play GTA San Andreas, it should automaticly create a folder named "GTA San Andreas User Files" in your "Documents" folder. Apparently, it doesn't create such thing for me, though if I save my game, it would load, therefore the savegame exists, but if I "Search" it, it won't find anything. Same goes for the Photos made in game. There's no trace of them. Anyone has any ideea for what could be wrong with it ?
The pictures are really important for me, as I'm playing on some RP servers, and I need evidence, as being part of the Police Department. Please answer

Regards.