First, do not be surprised. Only about 40 percent of Social Security disability claims are approved at the initial level. If you are denied at the initial level, unless you have already returned to work or expect to return to work in the near future, you should appeal. In most states you do this by filing a request for reconsideration. You should also consider employing an attorney to represent you. In a few states you file a request for a hearing before an Administrative Law Judge and do not need to go through the reconsideration step.