I am an H1B visa holder, my visa got extended by my employer till July 2012 (filed I-129, got I-797 approval notice). I traveled a couple of times abroad, so my I-94 now shows July 2012 as end date. But my employer did not file an I-539 to extend my family's period of stay (they are on H-4's), and their I-94s expire in September 2011). Can I just cross the Mexican border at Nogales with my family so they get new I-94's with the extended date, based on my approval notice? Or do we have to file I-539 no matter what?