I switched jobs after a VERY short period and only had $2500 in my 401K plan. I didn't realize there was a time limit on when I could roll it over to my new job and recently got a check in the mail. Federal and state taxes were already taken out. Is there a way to re-invest in my new 401K without having to pay the 10% penalty? If so, do I have to re-pay the taxes that were already taken out as well?

Please do not double post questions. You asked this same question in another forum, and the answer is here:
https://www.askmehelpdesk.com/taxes/accidental-early-401k-withdrawal-366013.html