Hello Caleb,
If you are referring to the tutorials regarding Playmaker itself that would be depending on where did you create the state and the FSM.
As you can see in the video he created an empty object called Coin and parented the coin object to it and then parented the particle effect to the previously empty object.
If you create the FSM and the states while selecting the parent object (the empty game object and the highest in the list) it will rotate the whole thing with the particles, I believe. If you however only select the child coin object and create the FSM and the states on it, that would only rotate that object.
So it would like this in Hierarchy view:
Coin (parent empty object) ---> don't select this to create the FSM and states, it will rotate everything
|__ Coin (child actual coin object) ---> select this to create the FSM and states, it will rotate the coin only
|__ Particles
Let me know if that fixed it for you.
Good luck.