It's real easy. The whole trip is about 95 miles or 1.5 hours

Take I-40 N to exit 355

At the top of the exit turn R

Go about 1000 yards and take HWY 403 N

That runs into HWY 55. Turn R

Go on HWY 55 to HWY 111 and turn L

Go about 2.5 miles to the sign for the entrance to the park. Its just past the High School on your R