Agencies and tax

A very well known agency tries to confuse me when it comes to paying taxes.
My school is paying my agency on month end and my agency is paying me on the 10th of every month.
At the end of December, 2010, my agency taxed me on the lower tax rate (for the last 6 months).
Now they informed me that they were supposed to tax me on the higher tax rate because I’m paid on the 10th of January…everything according to their “office lady”.
Can any one inform me if this is legal or not? I’m so afraid that they use this as another scam to get extra tax from me. They have already be fined once (according to my agent) for messing up my tax.
They always claim their office lady said it must be done (and always apologize afterwards if they have been caught doing illegal transactions). We know this company always taking unneccesary tax from uninformed foreign teachers - it all over the web.
I just want to make sure because we know they use this “office lady” as an escape goat.
They suddenly decided to deduct this higher tax payment this month. It’s already April.