Various possible orientations of lamellar structures of diblock copolymers under shear are investigated with respect to their stability. A Brownian dynamics model is put forward in which each diblock is modeled as a dumbbell. The blobs in each dumbbell are held together by a finite extendable nonlinear elastic (FENE) potential and interact with all surrounding blobs by soft dissipative particle dynamics (DPD) potentials. In addition to this, the blobs have the possibility to entangle with each other. The corresponding interactions lead to large viscosities, which, however, quickly diminish with increasing shear rate. This fact turns out to be crucial for the stabilization of structures with the lamellae parallel to the velocity-vorticity plane. As a second result it is found that asymmetry in the entanglement interactions stimulates the actual reorientation into this state.