I got a 1099-R because of an IRA direct rollover, questions about reporting it?

As mentioned, I got an 1099-R because IRA money was directly rolled over into another qualified plan. Here is why I am confused about reporting it.

Box 1 says a gross distribution amount

Box 2a NO taxable amount its blank

Then I Just saw this on the side of form:

 the instructions say "Report this on Federal (income) IF box 4 shows federal income with held. 

My box 4 is blank.

No other taxes were withheld either.

So why was I ever given this 1099-R if I am not even suppose to report it on Federal State or City tax as income. Again it was a rollover, I didn't cash any money out? Can someone please expain?