No, it was a very smooth transition. I had gotten a lot out of my experience at Merrill. And after two and a half years, it seemed like a natural time to make a transition. Be creative - don't feel that you have to follow conventional methods. You can call HR departments directly, or call people from alumni lists.
People are typically very friendly and responsive.
And in the best case scenario, you'll get a job that way. When you do leave be very professional and straightforward, and give plenty of notice. You don't want to burn any bridges. We do the whole thing from the point of contact to negotiation to agreement. Within every step, though, we use the internal resources available to us - that is, we work closely with people in marketing, web development, strategic planning, and so forth.