Like of I am about to capture Heatran, and I save it right in front of him and catch him, and I find out that he has a bad nature, will soft resetting the game change tha nature he will have when I catch him? Or is it preset?
Yes.
This practice is widely considered useful, as rebooting the game will modify hidden data values. The values that determine the shininess of an in-game Pokémon is of particular interest here, as are the Pokémon's IVs and natures. Soft-resetting eliminates the need to constantly turn off (and on) the game when attempting to get a Pokémon with these specific qualities. Although time-consuming, it is a widely practiced method to get a desired Pokémon.
In some cases however, the values are preset, like how it is impossible to get a Shiny Victini legitimately, and N's Gift Zorua from Rood has it's nature set to Hasty.
Source: Experience and a clarification from: http://bulbapedia.bulbagarden.net/wiki/Soft_resetting
