Many thanks to you too and you are correct. Since I read the reply from Steve earlier I called them to let them know and the man I spoke to said that I was quite right to call them as it was indeed a requirement.
He also reminded me to contact my Local Authority to inform them as I also get Council Tax Benefit.
Please be aware that it is a requirement to make the notification in writing in accordance with Section 32 of the The Social Security (Claims and Payments) Regulations 1987.
The same procedure also applies in notifying changes of circumstances to the local authority, although different regulations will apply.
Nothing on this board constitutes legal advice - always consult a professional about specific problems