Well it depends on your goals. If you are making quantifiable progress in terms of reducing body fat or increasing endurance etc you could argue that it's working so keep it up.With regard to general weight loss i would check your bodyfat (bodyfat rather than weight as you may be increasing lean muscle with exercise) once per week and if you are not losing at least 1 pound (1 to 2lb per week is a healthy progress for most people)per week something needs to be changed - that could be your exercise routine or your diet or both.
If its in relation to a level of performance that would depend on some more specifics.
With regard to lifting weights etc i usually change up my routines approx every 6 to 8 weeks - this keeps the muscles guessing, reduces the chances of you overtraining on some exercises and incurring strains and can also be a good way to keep things fresh and interesting.You don't need to change everything each time just mix it up a bit.I note what i do at each workout(reps and weight lifted etc) - If you reach a plateau and dont make progress for a few weeks in a row on a routine you've been doing for a while it may also be time to change your routine. Hope this helps.