Change date field when status changes

Change date field when status changes

I would like to record the date upon which lead status changes. My understanding is the modified date field records the date of any change. Therefore, I have a custom date field and am writing a workflow rule. However, I do not see any kind of 'on change' function. How would I do this? My attempts thus far have changed _all_ date fields, not just that records so I assume it is an issue with when the action is triggered. Any help would be appreciated.