How to turn on auto rotation on the iPhone 3GS?

I let my sister use my phone and now next to the battery percentage on the top right there's a lock with an arrow pointing in a circular motion pointing clockwise and Now the pages won't rotate.

Settings

Double click the home button to bring up the task manager and slide to the left. Hit the left most button.

Double click home button>slide your finger from the left part of the little area>click left-most button and that should work

Just like these people are saying; however, if you're not seeing the ∩ symbol on the far left side, you can open up the picture gallery or safari and try from that screen.