guitarbruce, I interpret this to mean that the check was made out to you personally, negotiable by you, and the code 4 Form 1099-R is correct in implying that you received a distribution that was not eligible for rollover.
In various letter rulings involving situations where an amount not eligible to be rolled over to an IRA was deposited in an IRA, the IRS has invariably considered the amount deposited to be an excess contribution subject to penalty unless a return of the contribution is made by the due date of the tax return. Assuming that the Form 1099-R in this case is a 2016 Form 1099-R, if you filed your 2016 Form 1099-R or requested a filing extension by April 18, 2017, the deadline to make the return of contribution before the due date of your tax return is October 16, 2017.
Contact the receiving trustee about making a return of contribution. I suspect that the receiving trustee inappropriately treated this as a trustee-to-trustee transfer (which it would have been had the check been made out to your receiving IRA account). Check your Form 5498 from the receiving IRA to see if it reports any amount in box 2; if not, they indeed have treated it as a trustee-to-trustee transfer even though it was not and before they will consider making a return of contribution they will need to be convinced that an excess contribution exists.