I've been looking into this for a long time.

Basically, it can't currently be done efficiently - you can't get your money out of Mt Gox when you sell your BTC there. People are waiting weeks, sometimes months before they see their USD or EUR move out of Gox.

There are a few inconclusive reports that moving larger (> 5 digit sums) of money out of Gox makes it go "faster" but there are contradictory reports for that as well.

Try it with 1 BTC or so, see how long your withdrawl takes