From: http://maps.google.com/help/maps/gadgets/directions/ 

OR:

Taking I-95:

-  From New York:

• Follow I-95 N to Canal St in Stamford. Take exit 8 from I-95 N

• Merge onto I-95 N

• Take exit 8 toward Canal St

• Turn right onto Canal St

• Destination will be on the right

-  From New Haven:

• Follow I-95 S to N State St in Stamford. Take exit 7 from I-95 S

• Drive to Canal St

• Turn left onto Canal St

• Destination will be on the right