You can also press the r key, and then it will allow you to rotate the item. Click v(pointer shortcut) then click all the objects or use the marquee to highlight all of them, then press r, and you can move the point of rotation by clicking something else, or you can simply rotate from that point.
To highlight everything on the layer, click the layer palette and then the circle like thing to the right of the layer you want - the circle will change to the color of the layer.