Take a right on the main road out of Orient. Follow that past Grand Case. There are (at least) two routes you can take. You can turn right just past the athletic fields (there is a TEENY sign for Happy Bay), follow the gravel road to a gate and park. Hike up the short hill and you'll find Happy Bay just beyond that. As another person mentioned, you can go to Friar's Bay, a little farther down the road, and park in a more "secure" lot (although, I've heard that the folks at the cafe at Friar's Bay will try to run you off if you're not dining there), then head to the right over a little path to Happy Bay. It's lovely - you may encounter any number of things from nude sunbathers to skinny cows and goats!!