Well, it helps if you say what emulator you're using. I'm guessing you're using a VBA?
If you save a game while using certain cheats, the cheat will stay in the game. For example, if you hacked in some super awesome 1337 Pokemon that you could use in battles, it would stay there. Same thing goes for items and things like that. It depends on what kind of cheat you're using.
Cheats that change the Pokemon that show up in random battles can usually be turned off, or will go away when you restart the game. Like I said, it depends on the cheat.