Rotating / positioning lighting Total noob here,

I am searching the whole internet looking for how to rotate a lamp. 

I see several youtube videos showing it being done and saying "rotate lamp ..." How do you rotate a lamp? I can't leave Object mode with the lamp highlighted. I understand that you don't rotate Point lights as they are omnidirectional. You should be able to rotate almost any other lamp. "R" doesn't activate rotation. What am I doing wrong? It seems like it must be the easiest thing to do because nobody has had to answer it before!
Okay, I assume you've figured it out by now, but in Object Mode: look to the bottom left of the screen, you should see a dark grey box, if it says: "Global" click it and select the option that says: "Normal" I just had the same issue as you, but I figured it out. it SHOULD work now. 

through looking at your picture, I see that it does say Global.