You might consider a different option. Determine what documentation you were missing that resulted in a denial. Verify your last date of eligibility has not passed. Verify your carrier will allow you start over. And begin a new application. (Will you receive more from SS anyway? Or are you simply exchanging your private policy for SS?)

Many of us have been successful with a second application. SS allowed applicants to pursue an appeal and a new application in the past, but changed that rule.

The record of your first application including the ALJ hearing would become apart of the new application, so you're not starting over from square one. But, you should have a good idea how close you came to approval.

If you do decide to file an appeal, you can't simply prove your case by getting new documentation. You are required to prove the ALJ made a legal error. Sometimes the Appeals Council changes a decision to Fully Favorable, but more often, you're remanded back to the ALJ hearing level. Then you can introduce new medical documentation. This process can be lengthy though! You can check delay statistics (as well as approval rates in your area, and even by ALJ!) at this website: http://ssdfacts.com

A thorough 2nd application can be approved much faster (no guarantee of course) than going through an appeal. Read through the stickies, buy or check out a copy of the NOLO Press guide to SSI/SSDI, and really learn what SS expects you to prove in order to receive a Fully Favorsble decision.

If you'd like to post specifics about your denial, perhaps some of us might be able to help you more specifically, as well.