There are multiple Codepage settings in PSPad - 
Menu: Format ... sets the encoding for newly crated and possibly open files (it
doesn't have to be the same like the encoding of the active file - this is shown
on the statusbar)
In many cases the encoding cannot be determined from the textfile itself, PSPad
sometimes tries to "guess" the correct one - if it doesn't work well, you can
set the codepage manually and reopen the file.
However in some cases the given codepage can be excluded as inappropriate (e.g.
if utf-8 is suplied but the file doesn't follow its scheme) - PSPad than uses
some kind of fallback in order to display at least some text.

The content of the file is also important - if it contains only asci (basic
latin characters etc., the file is exactly the same in utf-8 as well as ansi.

Additionally, if you have 
Settings :: Files and dirs: [x] Remember file state
 checked, the editor also remembers the encoding previously used for the given
file.

Maybe some of those aspects can cause your problems.

-- 
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PSPad freeware editor http://www.pspad.com

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