Hi Dooo,
I just did this on Friday so can tell you what Vanguard told me.
If the account is tax-deferred Vanguard will take care of the roll-over for you.
If the Ameriprise account is taxable then you have to call Ameriprise and liquidate. Once liquidated you can then invest the money with Vanguard.
And I was worried about talking to my planner, but just finished the conversation five minutes ago...it went so much better than I could have hoped. When I told him why (fees too high, expense ratios too high) he said he completely understood our decision, wished me the best in my investments and to give him a call if I ever changed my mind.
Absolutely no hard sell to keep us, nor doom and gloom scenarios that could happen to us by leaving.