Often the financial service company that manages your account will maiI you a paper check (payable to the institution where you have the IRA account, ie. so called direct rollover) which you'll have to deposit to your IRA account. The mailing may take 10 days or two weeks. The value of your rollover will change during this period if the price of the fund changes.
I have 457b plan which is similar to 401k, and have done the rollovers several times.
