Hi Michael: 
I am not a pumper but:
It is recommended by most pump Companies to change the set every 3 days. This will limit the chance of excessive scar tissue, so that too much Insulin build up does not cause Lipohypertrophy/Insulin absorption problems and lumps. So that Lipoatrophy/dents do not occur. So that the tissue has less chance of becoming infected, etc. As with any Insulin delivery system, Rotate, Rotate, Rotate, as recommended.