Call the national immigration service center (the 1800 number on the INS website) to update your address. Your approval notice is most likely returned to the immgration service center, and after your address is updated in the system (usually takes about 2 weeks), they'll send it to your new address again. Don't worry, you'll get it. If you still worry, go to your old address and see if it's possible to talk to the current residence living there.