Should we go get married and if we do, do we have to have our marriage annulled in another state?

My partner and I got married on December 17. He works for the Federal Government and I recently did not re-enroll in my health insurance plan at work because he was going to add me on his plan at his job. When he took the marriage license to the HR department, they said that the government is not recognizing the state yet until the appeal by the AG goes through. They said if it had been from any other state it would not be an issue. Meanwhile as of January 1, 2015, I will have no insurance. Should we change it and wait until the appeal goes through, but not sure how long that will take?