Exit thru the international gateway--between England and France.
If you go to the Y&BC walk its about 5-10 minutes depending on where you want to go. Don't take the boat because it drops off at the BW first. From the BC is about 1/2 mile to the BW. As the last poster mentioned, its a beautiful stroll!!
If you go to the BW take the boat because its the 1st stop (unless you are not exhausted) then you can walk too. The 1st stop when you get to the BW by walking is the ESPN club and the last stops are Jelly rolls and the Atlantic Dance Hall. The boat will drop you off in the middle.