"The first step you will have to take is to give up Notepad. Notepad has a bug (OK, not strictly a bug, but a very undesireable feature). When saving as Unicode (utf-8), it adds a byte-order mark, which is a zero-width space used to indicate the file contents and whether UTF-16 is "little-endian" or "big-endian" (waaay off-topic for this post!). A BOM is not required in utf-8 and should never be used on the web. Notepad will break your utf-8 pages, sometimes to the extent that you will need a hex editor to fix them.
If you use a web-friendly text editor then just select utf-8 and save away. You may need to convert older files, and it is best to be consistent and save as utf-8 everywhere. Don't forget that one big advantage of utf-8 is that it is ASCII-compatible, so the transition is easy. "
http://www.webmasterworld.com/forum21/11759.htm
That seems to indicate that it is an issue with the way that Notepad saves files... though I can save as UTF-8 in Notepad and it seems to work fine for me, no BOM displays. Odd. The post is old though, so maybe it's no longer applicable.
I don't fully understand the difference between ANSI and UTF-8 myself... Basically, it seems like they are different character sets that allow you to save a range of characters, and UTF-8 is preferred, since it can store more characters. Someone may have to help me with me explanation here -- I checked Wikipedia but most of it is very technical and went over my head.
The point is, it sounds like UTF-8 is the way to go, maybe just don't use notepad to save the files. I wouldn't usually suggest using Notepad anyway, at least go with a text editor that has tabs and code highlighting and such.