What do you mean by I've gone into the fx menu ? There is no fx menu in Premiere Elements.
Are you talking about photos on your timeline or photos in your DVD menu?
Meantime, have you checked out my free 8 part Basic Training tutorials at Premiere Elements support site Muvipix.com?
Right-hand side of the screen - fx Applied Effects. Select motion, select rotate. Premiere Elements 12. The photos are on the timeline.
I became aware of the training tutorials this morning but thought the forum would provide a quicker answer. I hope to view the tutorials at my leisure.
I cannot recall any reports of applied Effects showing in the Timeline, but not showing in the output file. If you are seeing the adjustment for Rotation (one of the Fixed Effects in a Video Clip, or Still) in the Timeline, that *should* be true in the output file.
In case it has some bearing on the issue, what are your output (Publish+Share) settings, please?
Have you resized all of the photos in your project to no larger than 2000x1500 pixels in size, per the recommendations in my book and on this forum?
Have you tried rotating the photos to their correct alignment in Photoshop Elements rather than Premiere Elements so that they're loading into the project correctly rather than putting them in wrong and fixing them in the project?