Converting TSP Withdrawals to a Roth IRA

[yakers]

I am taking monthly withdrawals from my TSP account. I want to know if I can convert these withdrawals to a Roth IRA just by sending in a check to my Roth IRA. So if I withdraw $500 and $100 is withheld for Fed taxes and $50 for state tax, can I just write a check for $500 to my Roth IRA without indicating to anyone that this is a Roth conversion. I will, of course, report this on 2010 taxes as a conversion but it is not like I am sending directions to Vanguard to convert a traditional IRA to a Roth with that paper trail. DO I have to instruct the TSP to send the money to VG or can I just take the withdrawal and do it myself?

I have looked at Important Tax Information About Payments From Your TSP Account*(1/2010) - 4 pages - LPV 1/2010 and I am not sure it resolves my question.