I think you need to wait for some more time if you have applied in sep'09 and hopefully u will get your file no. within a couple of months. Yes u should let them know abt your change in job/address after you get your file number.
Yes you need to wait about 1-2 months for the file # . I also applied few days later than you on Oct 1st and is waiting for it. You can see the AINP application tracking excel sheet to guess the timings its taking.
It is difficult for forum members to give you any advice because enough information was not provided. You should write at least which Provincial Nomination Program and under which category you are applying.
The application process greatly varies depending on the province/program. The majority of the members here is applying under AINP SRS H1-B. Are you applying for AINP under this category?