That was quite a way back now, so I can't remember 100% the method I used in that case. I either selected the pivot (viewport hotkey "6" - you may have to turn on Show Pivots in the viewport properties, that's hotkey "o"). Then with the pivot selected, I used the rotate tool to manually rotate it.
Or... I created a locator, rotated it to the correct angle, then selected the item whose pivot I wanted to change, shift selected the locator and under the Setup tabs command palette, chose Match and Align Pivot Rotation (You have to right click on the Centre Rotation button to find this).
There's a few ways you can do it, they're the most likely method I'd have used though.