Sometimes it will go away on it own - it is not uncommon for tires to run a bit weird after they get rotated - especially if they haven't been rotated frequently. Also depends on how the dealership rotates the tires. I usually run uni-directional tires (OEM tires are usually omni-directional) - that can only be swapped front and back. Dealer evidently didn't notice or didn't care because they swapped them side to side. Running a tire backward is like petting a cat the wrong way - the nap will stand up and will run a bit funny until it wears down.
The vibration should not last more than a few days - if it does - then I'm with swammer - a good chance that they are out of balance.
Other sources of problems could be bent or out of round tires, flat spotted tires (old age, sitting for long periods, locked up tire), bad CV joints, bad hub bearing, loose suspension/steering components, warped brakes, and loose or worn engine/transmission mounts.
I'd have them swap it back and see if the vibration is still there. If it is - swap front to back and see what happens. If it goes away - then the problem is with the wheel/tire that got swapped to the rear. If nothing changes - then you probably have something other than a wheel/tire causing you problems.