How to change the angle of a vector shape
If you need to only change the angle of a shape without changing your preferences, you can:
1) Click the shape and then look on the option menu for the link with the word "Shape"
2) Change the angle and your other options there
How to change the default angle for all new vector shapes
If you want to change the default angle and make every new rectangle with the same specific angle, you can go in the "Preferences panel", and simply enter the angle you want by default in the "Constrain Angle" field.