No. The are various reasons the former employer had to distribute the funds from a 401(k). If you believe the employer erroneously distributed the fund to you then you will need to contact the employer or the plan administrator.
You have 60 days to complete a rollover of the distribution to an IRA or another qualified retirement account. This would have been explained in the notice that your employer was required to provide to you before making the distributions. To complete the rollover of the entire gross amount you'll need to substitute other funds for the portion withheld for taxes. If it has been more than 60 days since you received the distribution, it's too late to do a rollover.
401(k) plan agreements generally require employer to make such a distribution when your balance in the 401(k) is less that $5,000. You can't send the check back.