Because the Storm has a screen resolution of 360x480, pictures can natively appear on it. Most other devices have a screen resolution that is opposite of that (i.e. 320x240). So the Storm rotates the picture so that it is viewable on other phones.
If you want the photo upright when you send an MMS, you need to have the Storm in landscape mode so the phone has a native resolution of most other phones.
Hope this makes sense.