First if you have a nVidia card and the latest forceware (drivers) from nVidia goto Start> Settings> Control Panel> nVidia Control Panel. On the left menu look for Display and then "Rotate" that's what you're looking for.
If you have some old version of nVidia drivers or a ATI card you will most likely find the drivers in another spot. Right click the desktop and click properties (personalize in Vista) then Display settings > Advanced Settings. In there look for the settings/controls for your card, it will depends on what card you have.
Hope that helps.
