Answer:
Depends on which year you have. In the most recent version, (2007) what is called "landscape" format (a document on its side) can be achieved by clicking the "Page layout" tab (two over from the main tab "home") Directly under the "Page Layout" tab should be three buttons. "Margins" (Down to the left) "Orientation" (Directly below) and "Size" (Down and to the left). Click "Page Orientation" and a menu should pop down with the options "Portrait" (Should be highlighted in orange if that is what is currently selected) and "Landscape". Select "Landscape" and the paper will rotate.
If it is an older version of Word, the steps will be similar to the ones above.