I am using Movie Edit Pro MX Plus, trial version. When I key alt+shift+R as instructed, I do not get the Rotate/Mirror window. Instead I get the record window.
Not sure where you got your instructions... For rotation you should select your object ( video or still image) and go to the 'Effects' tab >> Movement effects' >> 'Rotation/Mirror'.
There are some variations in different program versions but if you go to 'Help' in the main menu and do a search for 'Rotation' you will no doubt get the exact information.