Once you have one rollover IRA setup, the rest is relatively easy. Terrible, unmentionable, things will happen. I've also been told this limits one's ability to then, later, move the rollover IRA monies into a retirement fund set up by a new employer, should you choose to do so. Personally, I think noone really knows. If possible, I'd keep the accounts separate.
Annuities are odd.
I have a very small annuity I tried once to rollover, but the insurance company that holds it basically stonewalled. I'll try again later. On the other hand, the work of moving money piecemeal into a rollover IRA can draining. Then move everything en masse into the money market fund. Then set up an automatic funds transfer from the rollover IRA money market fund into the equity fund you want to use.