After you've clicked Yes or No to that, wait for the program to finish downgrading. The program will now ask you if you want to place your downgraded version in a separate directory than that of the Steam version in order to avoid conflicts with future updates from Rockstar as well as a platform to downgrade the game again without needing to re install from Steam.
If everything in the window looks correct, click the 'Downgrade' button. Once you've opened the program you should see a window pop up that looks like this: To downgrade your game, simply download this handy downgrader that will do the heavy lifting for you (Ignore any errors relating to not being able to connect):
Before we start modding the game you need to downgrade your copy of San Andreas to 1.0 (The current Steam version is 3.0) Why do you need to do this? Rockstar disabled most modding capabilities in versions after 1.0 due to the Hot Coffee controversy (Look it up if you don't know what im talking about.) and therefore in order to be able to mod the game it must be downgraded.