Assigning a gradient fill to a shape is well and good, but how would I go about rotating the gradient fill? Must I rotate the entire shape or is there a setting hiding some where?

Do you mean changing the direction of the gradient? If so, you can do that by selecting the object, and then using the Gradient tool (Ctrl+F1) to drag the handles around. This lets you position a linear gradient in any direction, and stretch or squish it.

If you mean you want to rotate the gradient to achieve a round gradient, you can just choose a Radial gradient on the Fill and Stroke dialog instead of a Linear gradient. You can edit this type of gradient with the Gradient tool, as well, changing the size and shape of the radii.

I guess this is an old one but for those who still have this problem hit CTRL+F1 in order to get the gradient to rotate anywhere you like.