With tax time here I have a question, I was always told to file 0 single on my w-2's so the most amount?

of money was taken out of my check, I was married July 2008 and my husnabd and I both claim 0 single for our paychecks but will be doing our taxes as married filing jointly. Is that going to cause a problem? I was under the impression your claim status was for witholding purposes only so we didn't change it and we asked several people who confirmed.