This is an important question and one that is asked frequently. There is no right or wrong answer.
Many people feel more secure discussing their case with an attorney when they receive the denial.
Others would rather appeal the decision on their own to see if they can overturn it without legal help and expense. For some it depends on the cost of the procedure which has been denied. As previously mentioned, if you do not understand the appeal process or you are unable to get answers from your employer or insurance company, an attorney may be helpful to advise you of your rights and options. This is an individual decision. Discuss the legal fees up front and request a detailed billing.