It's been several years, but if I remember correctly, I called the Vanguard folks and they walked me through the right form to fill out with them. They then requested the "rollover" TSP funds from their end.

I'm not a CPA, but even I realized it's easy to goon this one up, if you don't do it EXACTLY the right way. Any of you money gurus chime in if needed--but if memory serves, the goal is to never have funds in your personal control/bank account--that creates a "taxable event." Rotsa ruck.