Your bank/credit union may have a financial advising arm to it (my credit union does) and they would be the best ones to talk to. A bunch of people on the internet, aren't.
Basically, you want a rollover IRA and then you want to pick the funds that you put the money into. Hundreds of companies offer them. Fidelity is great on educational materials if you want to check out their websites and learn some of the basics.
www.fidelity.com.