It's located right behind the Municipal Auditorium in Louis Armstrong Park. If you're not familiar with the Auditorium, it used to the temporary home of Harrah's Casino, before the new home was opened on the Riverfront.
From Canal St, you can get there from Basin, or Rampart. If you know where The Saenger Theater is in New Orleans, you will have no trouble getting there. Basin is on the left side of The Saenger, and Rampart to the right (The Popeye's next to The Saenger).
If you're on the Basin Street side of The Saenger, you can see the Auditorium, and from Rampart you'll have to enter from the main gate at the park.
From I-10 take the Orleans Ave exit, and it will take you there. I-10 east once you get off of the exit ramp, you will be staring right at the Auditorium, and from I-10 west, make a left at the light once you exit, go through the light you approach, and the Auditorium will be staring right at you.
I hope this helps you out.
NICE