OK, the target you are selecting *could* be the problem. If you come from older games like Falcon3.0 where the ARM's would go for kills on SA-2 launchers and the like, you need to remember that we nolonger model SAM batteries as a single object!
In short, don't target the SA-2 launchers, but target the RADAR! Look for a "BARLOCK" or "FANSONG" radar, and try launching against those. Look for it with the target view (F-8 key, I think, isnt it?). You should see a......Well, it's a radar-looking thingy (Real technical now) and shoot at that.
If your missile impacts on the target, the missiles connected to that radar will stop firing, and you can then pound the area with CBU's to kill the launchers.