Divorce or Annulment

I have a lot to learn about the legal system;
As I said the Judge signed off on the Annument papers March 20-07 as a Default. March 23, I received a letter in the mail from the State. it was titled NOTICE OF ENTRY OF JUDGEMENT / NOT DOCKETED.
April 20, I received service in the mail to file a Motion to set aside the Judgement. .
Today I called the courthouse to see if the papers was filed, the lady say "NO"
She looked in the "Rejected by the Judge File" and as well other places and seen nothing. Her thought was YES she would have thought they should be filed before I was served. but they dont get legal advise... Again the Case was closed...
The service I recieved has the Old case "file" numbers.
QUESTION:
Do legal papers Motions Etc. have to filed at the Courthouse before I can be served?

Thanks.

No, they do not, although normally you would serve the opposing party simultaneously with making a filing to the court.

Dear Scammed:
Will you tell me how you are eligible for an annulment? I thought there are a few reasons such as: fraud, forced marriage, underaged, or so. I filled a divorce and have to wait 6 months for final, while yours is only 30 days + or so. I want to amend my divorce to an annulment like your case so I can get out it quickly. By the way, I feel that I am eligible for annulment because my fake wife and I committed a fraud marriage for her green card as my gift for her but I did not finish it...and so recently I filed the divorce but I have not filed the request for entry of judgement ... (because I did not tell my real girl friend about my secret fraudulent marriage... my real girl friend was outrage and demanded me to stop or else she would report me !!! )...