If you use iPhoto with your images, and rotate them in iPhoto, it doesn’t actually rotate them. It records the changes that you make to each image in a separate master file.
From iPhoto, open the image you want to use, and then go to the file menu and “export” the image to your desktop and then upload it from there instead of from your pictures folders. That should take care of the problem for you.
Then you need to upload the image that was not rotated in an image editing program and rotate it, save it and then upload it again. WordPress does not rotate images, so what wordpress is getting from you is not rotated.