[billjam]

Stewart,
I did the same thing a few years ago when I picked up a car in Reno to bring back to Aus.
I don't remember the details, but it was very simple and cheap. Basically, once I had a permit (paper tag?) from the DMV, we went to a local insurance broker who setup some type of temporary insurance. We only needed it for a couple of weeks, but the cover was for three months minimum I think. They offered to refund the unused period once the car was delivered to the shipping company, but I never bothered. It was less than $100.
We also had to have temporary registration because we weren't locals, we were in Nevada, the car had Oregon plates and we were driving it to LA.
I am a bit fuzzy on all the details, but I just recall that it seemed incredibly simple to arrange at the time, so don't sweat on it.

For sure someone here will know the correct terminology and procedure as it may vary between states as well.
Enjoy the trip.