I think you get off at exit B-2 after entering New York -- this is the exit for Albany, etc. and I believe that it is still I-90, and that if you continue on it is something else. Anyhow, second exit after crossing state line, about 12 miles, and just stay on that. You'll run right into Albany. When you see exits for 787 south, right at Albany, get on that. It runs right through/along the downtown, and there's an exit for the Knick.