This puzzle had a map of the Chicago subway system, called "the EL." There is a stop on the Brown line for Western Ave. The first part of the puzzle tells them to take the Brown El to Western. Once they get there, there are three streets that meet - a N/S street, an E/W street, and then a NW/SE street - Lincoln Ave. They should go SE on Lincoln to 4355.
4355 Lincoln is a store called Dark Star Video. I have never been there, so I really hope it isn't a porn store. I just grabbed it for its name because in my youth, I went to a comic book store called Darkstar in Yellow Springs. And for our purposes, "youth" means anything before 30 years of age. I take the girls to the store whenever we are visiting YS, so they are aware of it.
My savvy daughters out-thought me on this puzzle. They tossed some ideas around on the walk back to the house, and at one point even mentioned that they probably have to take the Brown line of the El somewhere. But they couldn't figure out where. When we got back, they got on the computer and Google'd 4355 and Chicago. The third item down was for Darkstar Video. Knowing that coincidences rarely happen in real life, they figured out that was the location and really didn't care what that brown "western" meant!
At this store (or nearby outside, if my sister discovers it is inappropriate), the girls will find what I think may be the hardest clue in the hunt. Those of you who weren't brushed up on your algebra might disagree, but Elisa whipped through that like it was nothing. This is the clue they will get from Dark Star Video (which I now know is NOT a porn store. It is a nice video store):
I had to recraft that text several times. It was deemed impossible several times before this phrasing. You will need to think, do some Internet research, and remember that there is no such thing as a coincidence. Where do you go and what do you do there? The girls figured it out.