No, you continue to go with Pennington. You continue to give this team hope. Henne's time will come, and it isn't like Pennington is playing bad, in fact he has been very good for this team this year and arguably the best QB we have had since Marino.
If you take him out and start Henne after only six games, you say to the team, "Hey guys, we give up on 2008 and everything you sacrificed and will continue to sacrifice was a waste of time." When your QB is playing well, you don't bench him in favor of a rookie who is likely going to take a few weeks just to get in sync. You will likely lose your team and they won't buy into playing hard the rest of the year.
We as fans understand(well, not all of us fans) that this is a rebuilding year and that our final record likely doesn't matter as long as we progress. However, for veterans like Holliday and Porter, every game means something for them and they don't want to sit around and watch a team rebuild. It may be a rebuilding process, but the coaches are not going to attack each week like that. They want to win.
Also, for Henne's sake, it is probably better he doesn't start a game this year. Putting Beck in last year destroyed him and he may never become a good QB in the NFL. Let Pennington play this season and give this team a chance to win. Henne will get his shot next season.