"I have been in touch with Millwall and agreed a three-year deal and they want me to start on Saturday," the former Northern Ireland international said. "I hope compensation can be agreed between the clubs as I don't want my time here to end sourly."
Nicholl will take over at the Endsleigh League First Division club from Mick McCarthy, who succeeded Jack Charlton as Republic of Ireland manager earlier this week. Martin Harvey, who is Nicholl's No 2 at Stark's Park, is also expected to move to the New Den.
Nicholl took charge of Rovers for the last time in their 1-0 defeat against Aberdeen in a Scottish Premier Division match at Pittodrie last night, ending a five-year association with the club.
During that time, the 38-year-old ex-Manchester United and Rangers full- back has steered Rovers to promotion from the First Division and established them in the premier flight.
Sir John Hall, the chairman of Newcastle, is convinced Faustino Asprilla will soon be transferred to Tyneside. Sir John confirmed personal terms and medical details have been settled and he sees nothing standing in the way of Asprilla's move.
"We should get a work permit and I cannot see any reason why we should not complete the deal," he said. Asprilla is expected to return to St James' Park later this week to finalise details.
In a surprise move, Swansea, struggling in the Second Division, named Kevin Cullis as their new manager. Cullis has never played at League level, and since 1992 has been the manager of Cradley Town's youth side in the West Midlands League.
However, the 37-year-old Cullis insisted that the job held no fears for him. "At the end of the day, somebody has to steer the ship and I feel I am quite capable of doing that."
The Republic of Ireland midfielder John Sheridan is to delay a decision on joining Birmingham. The club has agreed a deal with Sheffield Wednesday that would involve Sheridan initially moving to St Andrews on loan. Sheridan said: "I'll make a decision later and do what's right for me."
Birmingham's player-coach, Mark Ward, has been told he can leave the club on a free transfer after a contract dispute.Reuse content