In addition to @Weathering:
What are you moving them from? There are various restrictions in some 401(k)s where things certain funds can't be moved directly (if you haven't sold the existing funds). You may have to go through an interim fund or "cash" for a few days to get where you want to be. I don't know the origin of the "why", but I distinctly remember it from a previous employer's 401(k). So you may have to read the "fine print".
Also, since you were in some form of something in the 401(k), did you wait 3 days or so for that trade to clear? If not, the cash (in sweep funds) may be restricted since it really isn't "your cash" yet - the trade has yet to be completed (though the cash is trade-able it is not withdraw-able).
Are you moving the minimum amount of funds? There are usually lower limits on SDBs.
Are you attempting to move 100% of it and don't realize you have to keep some percentage or absolute value in the "core funds" of the 401(k)?
There are lots of possible nuances here - the company managing the 401(k) can probably help with what part of the 401(k) terms are impacting you if you don't want to do all the heavy reading yourself.
