That is the order notification that is automatically sent to the customer at the exact moment they place the order. The word pending is part of the default verbage and isn't related to a specific order status. You can override that default text with your own message.
Steps to override that message, navigate to:
- Checkout Tab
- Email Message: Enter whatever you would like to appear in the order confirmation email replacing the message, "Thank you for shopping at Your Site Here. Your order is now pending review from our sales staff."