Hey Rohini,
In my case, it never changed. It was showing "Case Received and Pending" although my LUDs changed. My first LUD was 01/26/2007. Then after my lawyer called for a status check on 05/05/2007, my LUDs changed on 05/14 and 05/15 but the status did not change. Lawyer received the RFE on 05/22. But the status did not change until we sent back our response.
I have seen in some other forums where the status did change to "RFE Sent" or something. I was not lucky enuff to see that though.
Hope this helps.