If you exit off the 202 and Rural, go south and make a right on Apache Blvd. Make a Right on Normal Ave which is a light into the campus. Drive straight (past the permit entrance to that structure) to the stop sign and you can only make a left. Make an immediate left into structure. It's $5 cash to park. On the map it's a gray square titled Apache Blvd. Then you'll walk down Palm Walk to the gym which is a brick building on left. Once you pass the field on the right, the gym is right there on the left. If you look on the map and find the LDS parking structure, you can park there for free after 6:30pm. Please don't park in meter and not feed the meter or you'll get a ticket!
The gym is the building labeled PEBW just northwest of the intramural fields.