Your going to have to look in the electrical boxes that the switch and the outles are contained. First turn the breaker off that is supplying power to the room. Then unscrew the outlets and look into the boxes.
There might be some wires in these that are capped off with wire nuts. The outlets might have once been wired as electricbill said(top recpt switched, bottom always on, or vice versa). If you see wires in there you will need to check all of them for power. If you find live wires you might be in luck and won't have to run any new cable.
Also you need to look behind the switch. You probably have one live set of wires coming into the switch box, and one or more set going to the outlets. If you have more than one set going to outlets, they you might also be in luck. You would have to figure out where these wires go and wire the ones you want switched to the switch and the others directly to the power wires.
In any case, you can probably set up your room to have all the outlets always on. This would mean that your light switch would no longer do anything, and you would have no switched lights in the room. I don't believe this situation is up to code(I believe you need a light switch at the entrance to every room, so you don't fumble around in the dark), but If you can live with it, you'll probably be OK until you sell your house.
I have a room like this. I bought my house last year and the home inspector didn't say anything, nor did the electrical inspector when he was reviewing some work I had done. I just keep a floor lamp near the entrance, though.
Tell us what's behind those outlets and switches and we might be able to figure out what the wiring is in your walls.