What version of PSE are you using?
What operating system are you using?
Are you using Photoshop Elements to write the CD/DVD or are you using Premiere Elements?
Am I correct in assuming that some photos have been taken in landscape mode and some in portrait mode but both display as in landscape mode?
How/where are you displaying them when they show rotated?
Perhaps you could briefly describe the steps/options you use when writing the dvd.