Originally Posted by AdultSoftwareSolutions

Cameras don't actually rotate the camera. JPG and most RAW file formats have a rotate flag. This is basically a byte that gets set in the file saying rotate the photo this way.

There are 2 issues from there.

1) Is this setting turned on? If it isn't enabled in the camera it is not going to do any good.
2) Does the image viewing software you are using support the rotation flag? Open the file in different software. Any modern version of Photoshop will rotate it correctly. If it does not show up correctly in PS the camera doesn't have it set. If it does, you will need to use other software to view it.

If it is the software that doesn't have it you can batch process the photos to output new JPGs that don't use the rotation flag and actually rotate the data themselves.