You have to cross over the big car throughway thingummy. It's not on the same side of that as the theatre itself. From memory, when you come out of the theatre, head to the right, and then left along that street.
It'd be much easier if I could just send you the image burned into my brain
By the way, when first going to a new place, I find it helps to get there a few minutes early and circle the block a bit so you know where to go beforehand :)