This is a relatively simple process although some patience will be needed. The Social Security Administration handles this as a routine processing item. You should keep the savings account open until you have seen 2 benefit payments processed into your checking account to be safe. If you do not do this and SSA pays into the closed savings account the funds will be returned to them and you could experience delays in receiving your benefits.
To handle the matter go to the following link. Once there follow the instructions carefully and you will be good to go.