This answer is from How do I rollover my 401k after losing my job?
Michael has provided very detailed information, possibly more than you need.
Generally:
1. Your new IRA custodian can do everything for you. File the forms and paperwork with them. They will collect the necessary info from you and do the legwork for you.
2. Though Michael touched upon it, it should be reiterated in big/bold letters, and I'll go one step further - DO NOT TAKE A DISTRIBUTION FROM THE OLD PLAN UNDER ANY CIRCUMSTANCES. There is just too much risk of something not going right and do you really want to be on the hook for coming up with 20% from your pocket as the transfer is made? And If you miss that 60 day re-deposit date (for any reason, whether your fault or not), then guess what - you just made a taxable/penalizable withdrawal of your entire 401k! This is all the more reason for #1 - let the new custodian deal with all the dirty work.
If you rollover to any of the large/national firms (think Fidelity, Vanguard, or any of the major brokerage firms), they have departments which do this all day long and it is a simple process.

