Digital goods order status not changing when pmt captured

[AbleMods]

My digital goods orders are working great on the customer side. But on the admin side, the order status does not automatically go to "Shipped" once I capture the payment. The product record is marked as Nonshippable, so I was expecting the capture to automatically change the order status.

Am I doing something wrong or do I always have to do the extra step of changing the order status to shipped?