You will need to speak with your HR department or the person in charge of the plan with your employer or previous employer. They should have the information for you. Keep in mind there are rules that may apply to you if you are not rolling the money over to an IRA, such as a 10% early withdrawal penalty if your are under age 59 1/2. Also any of the money you take out and do not roll in to an IRA will be consider income in the year you receive the distribution. This means a tax liability will be due based on your income tax bracket.
There are many more considerations that a good advisor can help you with depending on your age, stage in life and financial goals. I recommend communicating with a fee only advisor to get important perspective that pertains specifically to you.
I recently had a participant do this transaction. He filled out a Distribution Request Form from the plan administrator. He elected the "In service after 59 1/2" reason for distribution. The plan will withhold the mandatory 20% Federal Tax amount and send him the net. This distribution may push him into a higher tax bracket at the end of the year. If you are not 59 1/2 you will owe a 10% penalty in addition to the taxes withheld.
One other option to consider, is to only take out the exact amount that you need. In other words, do not close the account and take the full lump sum distribution.
Like the other advisors answered earlier, this should be a well thought out decision and take into account all other options before potentially hurting your long term retirement goals. Talk to your advisors - CPA, Financial, and Attorney - before making a decision that cannot be reversed.