The record keeper, in this case Merrill Lynch typically aren't fiduciaries, Neal. They may have a 3/21 limited scope fiduciary. In this case, Rocaton Investment Associates, who appears on the 2010 form 5500 as the advisor. The fiduciary is the Plan Sponsor or Macy's. They can't abdicate their role.
I would check first with the HR department, and ask them to guide you. In addition, check you statement and contact the fiduciary of the plan, who may be Fidelity, Vanguard, or another qualifed fiduciary. Check to see if you can set up the ability to view your aaccount on line, so you can view it at anytime, or make changes based on your suitability and market conditions.
The Macy's H.R department.