Here's the info from INS

If your application to extend your stay is denied, you will receive a letter that will tell you why the application was denied. You will not be allowed to appeal a negative decision to a higher authority. However, you may submit a motion to reopen or a motion to reconsider with the same office that made the unfavorable decision. By filing these motions, you may ask the office to reexamine or reconsider their decision. A motion to reopen must state the new facts that are to be provided in the reopened proceeding and must be accompanied by affidavits or other documentary evidence. A motion to reconsider must establish that the decision was based on an incorrect application of law or USCIS policy, and further establish that the decision was incorrect based on the evidence in the file at the time the decision was made.

On the denial letter, it should tell you how many days the applicants have to leave U.S. voluntarily, and how long the applicants have to appeal the decision.