See Here: You. Will. Die. Too long to explain. Once the mission is active to face Crawmerax a marker will lead you to his lair just like any other mission. -- 16:49, May 3, 2012 (UTC)
EDIT: The same way as going to the Armory, except turn right in your vehicle at the first entrance instead of continuing on (on foot) to the red-energy-bridge entrance to Road's End. The upward curving road on the right will get you there. You may want to stop first and clear out some of the Lancers before proceeding.
The first entrance (or gate, or hole in the wall) is right next to the Catch-A-Ride nearest to the red energy bridge in Deep Fathoms, across from Mad Moxxi's. Drmaxman 20:49, May 3, 2012 (UTC)