Look in the object's actions for the Bullet actions group, and under that choose Set angle of motion and provide the desired angle.
Also the expression Sprite.Bullet.AngleOfMotion where Sprite is the name of your bullet object lets you get the bullet's current bullet angle of motion.
<img src="https://dl.dropbox.com/u/57899112/BulletAngleOfMotion.PNG" border="0" />