problem : powermill changes the orientation of files imoprted in igs format from solidworks
Don't worry about the orientation just simply rotate it through your mouse.
and If you are thinking of wrong axis direction than just follow these steps:-
Orientate the model using the workplane:-
The model needs to be rotated to leave the front edge of the model aligned to the front of the machine tool.
Right click on the work-planes in the power mill explorer after exporting your model, and select create work plane.
Work planes are alternative or additional model datums that can be moved and/or oriented within the global environment.
The work plane creation and editing form will appear.
Just orient your model and select the the active work plane or you able to locate its absolute position of axis by clicking on vertex point after each click on axis absolute like value X, Y & Z.