my screen does not change when I turn the phone sideways

Because it is locked. Double click home button and swipe everything from left to right at the bottom of the screen till you see a box with a circular arrow tap on that and it will unlock screen rotation. I guess you have something that looks like that top right of screen. That means screen rotation is locked. You can unlock if you do what I said

Do you have the orientation lock on?

iPhone User Guide (For iOS 5.1 Software)

Try this: http://support.apple.com/kb/TS3805

double click your home button to reveal the screen at the bottom swipe from left to righ. Click on the circle with the lock

Double-tap the home button, swipe the list of apps at the bottom to the right, tap the left-most button. This unlocks the portrait orientation lock.