Select the Number Formats command on the Options menu. Select the axis (X, Y, or Z) that you want to change the orientation for in the Axis box. At the bottom of this dialog, select Horizontal, 45°, or Vertical under Orientation. You can also use the LabelDirection macro command to set these directions.
These settings are ignored for polar plots, triangle plots, and 3D plots. For polar plots, you can change the orientation of the radial labels to vertical with Options>Linear/Log Scaling>Polar Plot Options.