Hi Valerie,
I'm not sure where you would be seeing "Change Program Status" in an email report. Did you want to include a screenshot?
Change Program Status is a trigger/filter that refers to the status of a lead within a program. For example, for an email send, a person's status could be Sent, Opened, Clicked, Unsubscribed, etc. Based on the person's actions with your email, their status will have changed to one of those. However, this is not something that happens automatically. This is something that needs to be set up with Smart Campaigns within your program.