What are the options after an appeal for H4 extension has been denied while the I485 is pending?

We filed for H1B and H4 renewal in June 2008 and RFE for initial evidence was sent in January 6th, 2009 for my husband's H4, but we did not receive it. The I539 was denied on May 6th 2009; an appeal was then filed and it was denied on June 29.
We filed for H1B and H4 renewal on June 20th, 2009.
What is my husband's status and which are our options? Will he have to leave the country or can he stay based on the pending I485?

These are the datails:
I entered the US in 2001 with an H1B; my husband with H4.This has been our status so far renewing almost every year.
Priority date May 8, 2003, as EB3.
I140 & I485 concurrently filed March 23, 2009;
H4 denied May 6 '09
I140 approved June 12, 2009;
I485 pending.
EAD's received May 15th, 2009.
AP in process. fingerprinted.