I am sorry, but I am not able to simulate it. I followed steps you provided and PSPad open file as ANSI for me. Go to program settings / Files and dirs (or the same option in Proiject setting if you use project) and check what is set as default CP for file opening. There should be Menu format settings, not a UTF-8.
You can se the current CP used for file in the status bar. If there is ANSI, file is saved as ANSI, not as UTF-8 -- <http://forum.pspad.com/read.php?2,64085,64086> PSPad freeware editor http://www.pspad.com
