You know, that was one thing I was never sure on. Maybe that's why my little lady didn't move. The midwives said that the exercises on Spinning Babies would help - maybe they will move counterclockwise before labour, but not once they are engaged and labour has started?
Sheila Kitzinger has in one of her books that you can relax your tummy, and try to "scoop up" your baby and flip them over, like turning over a sleeping cat. (her example, not mine.) I felt a little uncomfortable with that idea - forcing my baby to move when I didn't know what was going on inside. I tried gently to encourage a "roll-over" from my baby, and seriously, she was NOT moving.
Anyways, you've got PLENTY of time yet for your little lady to settle in properly. She'll probably do a few turns and adjustments yet. Some babies aren't even head-down at this point. I'd say do the exercises when you can, and for the rest, try not to stress.