If I remember correctly, DPaint had an option somewhere to tell it to treat your screen as square, ie the same number of vertical and horizontal lines.
It's been a while but I think it was in the preferences somewhere or one of the menus.
I suspect by default it does some scaling to make up for the difference in height vs. width of the screen in pixels and maybe that is coming into play with higher (and more square) resolutions?
There's no reason I can imagine that a PC would have some strange problem rotating a brush, we're emulating an Amiga, so there's no reason it should look any different at all from the real thing unless there's a bug in WinUAE that distorts how bobs are displayed.
@Selles, there's no hardware reason why a PC paint program couldn't behave exactly like DPaint, I think it's just that DPaint was the standard on Amiga so many other programs copied the same sort of functionality, but on the PC it wasn't as common. I believe the PC version of DPaint 3 (?) has the same brush handling as on the Amiga.
Hope that helps (gonna have to break out UAE now and give old Dpaint a try)
