Iphone 4 wont rotate

Hello, my new iphone 4 will not rotate screen when using al applications that have that capability. such as calculator and safari. I've tried to shake it very hard when the calculator is open, and then it will rotate but go back again. I dont know if this issues came with 4.0.2 since i upgraded the phone before i started to use it.

So please anyone have a good explination for this?
i dont wont my first apple experience to be a bad one 😟

ps. the rotate lock is NOT on