There is no hard set rule as to when you must change your exercises however, the general rule that most follow is approximately 2 weeks. It is important to keep in mind that this time frame depends on how often you are exercising and what your skill level is. Always remember that you do not need to make wholesale changes, even minor modifications to your current exercises can suffice.
For example, if you are currently doing bicep curls on the hard gym floor you can simply begin doing the exercise on a bosu ball to increase the difficulty. It is the same exercise but, by adding the unstable surface you can significantly increase the difficulty. Another change could be as simple as moving from a machine bench press to a free weight bench press. The motion on a machine is very similar to free weights however, the added challenge of balancing and stabilizing a free weight makes it that much more difficult and can increase the stimulation of your muscles. The additional challenge forces the body to adapt; hence you make more progress.
Modifying your workout on a regular basis will also increase its effectiveness and reduce mental burnout. It’s always important to mix things up just enough to keep things fresh. Also remember research has shown sticking with the same unvarying fitness routine works the body less and less over time as your body adapts, so switch things up and get right back at it!