Notifying US of UK marriage

When I went to the registry office to get married the lady who did DH and I's vows mentioned in a conversation that I would need to notify the US of my marriage in the UK.  Exactly how is this done? I've googled this question and am coming up with confusing answers.  It sounds like I may need to pay an embassy or something to verify the certificate is legit? Is there a set time period that this needs to be done in?

You do not need to notify anyone in the US. You are legally married and have the certificate. That's all you need.

Thanks for the reply.  I guess the US gov't would more or less be notified after filing my taxes from the UK as married, right? 

Well, not really. I'm not sure who you want to inform. The IRS will see you have filed as married. But that doesn't mean anyone will make note of that.