If you want to do less clicking and more playing, make a copy of your MTA shortcut and make it look like this (depends where you have MTA installed):
Target: "C:\Program Files (x86)\MTA San Andreas 1.5\Multi Theft Auto.exe" mtasa://178.33.54.30:20256
Target: "C:\Program Files (x86)\MTA San Andreas 1.5\Multi Theft Auto.exe" mtasa://178.33.54.30:20256