At that stage you have around 10 days until you have to worry about wheat grain in the soybeans. We have used a perforated screen on the clean grain auger on the bottom of the combine to remove wheat and rye from the soybeans. Sometimes it works well other times it just plugs with small soybeans and does very little good. Rye falls down more than wheat, so wheat is more likely to end up in the combine in the fall. Wet weather in the summer will result in a lot more falling to the ground. 

We always plant at least 2 weeks (most of the time it is 1 month or longer) after killing headed out rye, I doubt this would work in an area that is any wetter or cooler than us.