;WITH cte AS
(
SELECT *,
DATEDIFF(DAY,0,DateRequested)-
ROW_NUMBER() OVER (PARTITION BY UserId ORDER BY DateRequested) AS Grp
FROM YourTable
WHERE Approved = 1 /*Presumably - but your example data doesn't show this.*/
)
SELECT UserId,
MIN(DateRequested) AS DateFrom,
MAX(DateRequested) AS DateTo
FROM cte
GROUP BY UserId,Grp