Yes, this would be considered an indirect rollover. Make sure you tell the Roth IRA custodian in advance what you are doing, so they don't code the money as a regular contribution.
At tax time, you will get a 1099-R from the 401k custodian. Turbotax will ask what you did with the funds. You will indicate you rolled them over to a Roth IRA within 60 days. If this was a pre-tax 401k, the rollover is also considered a conversion and will be taxable.
Over the next months, the IRS computers will be checking to see that your Roth IRA reports a rollover contribution matching the 401k withdrawal. As long as they see that, there won't be any problems.
