Arghh! It turns out that when you rotate a jpeg using the Windows XP explorer, it corrupts certain exif tags.
I discovered this as I've been learning about the wonderful world of colour management and how to print digital photographs correctly. Turns out to be pretty complex. So I've recalibrated my monitor and created an ICC profile using the Adobe Gamma utility. I've downloaded and installed ICC profiles for our Epson Photo Stylus 950 - one for each type of paper. I've installed the Epson Print Image Matching Plug-in for Photoshop 6 so I can import jpegs and have them assigned the Epson colour space.
Hah! But that doesn't work if the jpg doesn't have the print-im exif nametag and it doesn't have that tag if you've gone and rotated the picture!!! Arghhh!! I've tried fixing it using the EXIFutils but is hasn't worked. Maybe the colour profiles aren't correct but to do it properly requires getting serious calibration software from someone like Monaco Systems.
So image rotation seems to be trickier than just using Windows XP (despite some hope from support article Q323400 which proved useles). I've found EXIF Image Viewer that rotates images correctly but it's awkward as a long term solution.
This has got me looking into some decent image management software. Some quick research narrowed the field down to ACDSee or iMatch. I've justed installed an evaluation copy of iMatch and started playing with it.