After typing in the angles into Pitch Yaw Roll (like 90 45 0) press Enter on your keyboard.
If the problem is still there, then turning off SmartEdit mode
could help, maybe...
And if that doesn't work either, then check the .fgd file you're using. Who knows, it might have predefined angles (but the chance for that is 0.1%).
If you're mapping for GoldSRC, then you can switch to Hammer 3.4 and the 3.5.2 Beta, to see if it makes any difference.
And if none of that works, either wait for new answers, or switch to a new editor (for GoldSRC, use either Sledge Editor or J.A.C.K, and for Source you can use QuArK).
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Edit: By the time I wrote this, someone already gave an answer (>XD)