Regardless of the hotel you're staying at go directly to Mannheim Road. Cermack is also known as 22nd street. Make a left and take Cermack east bound to Desplaines Avenue. Make a right and take Desplaines Avenue south approximately 1.5 blocks to the police station. The station will be on your left-hand side as you are going south.
Any problems call the station for an assist.
These directions may not be the shortest route in terms of actual miles traveled, but they keep you on main streets that move fairly well and they keep things simple.