Hi! I'm an international student too (applying for PhD in my case) so I totally understand what you're feeling right now. I think looking at the programs and contacting the professors (seeing if they would be willing to work with you) is an excellent option. But since I guess you may be willing an opinion (at least, I'll die to have someone telling me what they would do in my position!), here is what I think (and it's just an opinion, so take it or drop it): you are balancing between 2 excellent universities, so you cannot make a wrong choice. As an international student, I would say that UW Madison has a stellar reputation, both inside and outside the US. If, as you write it, it is also less expensive than PSU, then it made be your place. Don't forget that you're going for a MA, so it is just one or two years, and you may be willing to save some money for later. Nothing prevents you from contacting PSU professors, see if you get along well with them and if you would like to work with them after your MA, and then (if you want to go to PhD) apply to PSU and aim to go there with funding as a PhD student!
PSU and UW Madison are both worth going to, but UW Madison looks like a real opportunity from my point of view (and I say that even if they would not have been a good fit for me). Then, again, it is your choice and no one but you can know what's best for you!