I've never had any problem applying rotation to either video or still images. Finding a solution to your problem might be possible if you included some basic information such as what Magix program you are using and exactly what steps you took that did not give rotation. Perhaps also whether you are wanting to rotate an entire video or just a small section.
ADDED: I use Movie Edit Pro and Video Pro X. Perhaps the rotation you want isn't available in Video Easy? If you're enjoying your editing I'd suggest going for MEP. Certainly try the free download trial version -- maybe to try the rotation and export suggested by Al!