When in a relationship should you change your status to say "in a relationship"?

We have been "dating" since January 2009, and have been exclusive for the past five or six months, he teased me slightly that my status still said "single" I changed it while he was sitting next to me, and sent the request to accept the relationship. A couple of months later, his status still says "Single". I have asked and he says he will change it when he is ready - yadda, yadda, yadda. It hurts my feelings and seems like he is ashamed to admit that he is in a relationship with me.