rollover funds to esuperfund smsf

I am just about to send my rollover form to my existing Super Fund who have advised me that my cheque will be forwarded to E.Superfund in Melbourne. I realise that in the e.superfund documentation that they will bank the cheque into my SMSF ANZ account immediatly. I'm a little nervous about a cheque with my life savings going to someone other than myself. Should I be nervous.
Can someone put my mind at ease that my money is safe.
Regards
Sav