Mercy House Shelter from JMU Main Street entrance:

Head east on Main Street (direction of the Court House downtown).
Turn left on Cantrell (heading towards Memorial Hall) .3 miles
Turn right on High Street (42)
Follow about 1/2 mile, crossing 33 to Green Street. Mercy House is on the left. Look for the tall wooden fence and play yard. 

From 81

Take exit #247 Towards Harrisonburg 
follow US-33 West
Turn Left on Court Square (US-33 W) - go < 0.1 mi (circle around court house)
Turn Left on Court Square (US-33 W)
Turn Right on W. Market Street (US-33) - go 0.2 mi
Turn Right on N. High Street (VA-42) - go 0.2 mi
Arrive at 247 N. High St on the Left