Are you referring to a situation where the customer has a CREDIT BALANCE and they would rather have a CHECK cut to them than receiving credit on their next order?
The fastest way we do it is to make the customer a vendor. Create a Vendor Journal Entry for the amount of the customers credit. Also create a Customer Journal entry to close the credit balance. The balance account #'s should be the same for both journal entries. Then you can cut a check to the customer.
Note: on the Journal Entries you can add a comment in the "description" field describing "Customer wanted a check" or whatever it's for.