What's happening is that MMS is showing the photos as they are in the original file, but your operating system is auto-rotating them. Windows 8 and above auto-rotates the photos and does not allow you to turn this feature off. Here's a thread that discusses this.

The solution is to re-upload the photo after making the adjustment on your computer. Adjust the orientation by right-clicking, rotate right or rotate left. We are happy to do this for you, however, if you can share the photosets with us. 

We will also be introducing some photo editing features in the near future. Click here to add your vote to this topic in the Community.