Well. When the keyboard isn't attached you can click on the lock icon to prevent the screen from automatically rotating when you move the device from landscape to/from portrait positions.
The odd thing is, when you do attach the keyboard the 'lock orientation' icon is displayed (and can't be modified) although when you rotate the screen the display still rotates.
So, I can only infer that when you attach the keyboard this is supposed to stop the screen rotating when you physically rotate it, but there is yet another bug that displays the 'lock rotation' icon which would be a natural intention when using a keyboard, although this doesn't actually stop the screen rotating.
That must be the most times I've used the word 'rotate' (or variants of) in one posting. I blame the Christmas port...