Wo3 bu4 dong3。-- I don't know. I don't understand.
Wo3 bu4 dong3 le。-- ‘le’ here, the same with the one in this sentence: "Xia4 yu3 le。", emphasizes that the referred thing or the situation has already changed.
Wo3 bu4 dong3 le。-- I understand sth. at first, but now I am confused, I'm lost, I don't understand, since......