What's the best way to avoid a 20% holding from a cash out pension plan?

I am 65 years old. I have recently found out that I have a small pension with an old employer. I am interested in taking a lump sum payment and the employer has advised me that 20% will be withheld for federal taxes...I am interested in using the cash amount immediately to purchase a new car. I am pretty sure that it is impossible to avoid taxes all together, but I am trying to find out what is the best way to go about incurring the lowest percentage withholding?