I didn't speak to anyone directly in St. Thomas when I rented, I think I used the Budget 800 number, so I didn't get exact directions.
My DH and I were in St. Thomas this past Feb and they were still in the same spot, although we didn't use them this time, we went to St. John's for the day instead.
To get to Budget, walk through Havensiight mall to the other end, and Budget is in a small building on the other side of the street. There are plenty of security people at the docks who can point you in the right direction, and there was a sign along the docks with an arrow pointing the way. It was a bit of a walk with 3 kids, all our swim and beach gear and a booster seat, but we made it pretty easily, so I wouldn't worry.