From I-81, take exit #7 (northbound turn left off the ramp, southbound turn right), then turn right onto U.S. Highway 19 north, a.k.a. The Robert E. Lee Hwy. (For some strange reason the signs simply read "Lee Hwy"; don't let yourself be confused or misled by them.) The park is a half mile (give or take a quarter mile or so) on your left on Hwy 19. You can't miss it.

You can find something of a map here. Sugar Hollow Park is #14 in the upper right corner.