It means you open files not from PSPad, but e.g. clicking on the file, right? 
In this case it isn't file "open from PSpad"

Imagine situation.
You work with few files, so you open them in PSPad (not by sending it as
When you close PSpad, PSPad will save your files.
Now you need quickly edit some file, you click on the file - file is send as
parameter (external file), you do your work and close PSPad.
When you open PSpad now, it restores your previous few files instead the last

PSPad supports sessions, so you can save few sets of files
PSpad supports projects for more serious work

PSPad freeware editor https://www.pspad.com

Odpovedet emailem