Apparently CR 666 was renumbered or was entered in error at some point? I have seen it on several maps and some on-line maps, but I checked the NJ DOT highway database. They no longer list a CR 666 and CR 664 is the one that eventually leads to the NJARNG facility.
See page 3 of the Straight Line Diagram for CR 664 at this link:
http://www.state.nj.us/transportation/refdata/sldiag/14000664__-.pdf
CR 664 is the road that follows the Picatinny Arsenal fence line, from the outside, and eventually brings you to the junction of Lake Denmark Road and Snakehill Road, which is the location of the NJARNG facility.
If you take Exit 35, Mount Hope Road (CR 661) you can connect to CR 664 (Lake Denmark Rd), but it is poorly marked, narrow, twisting, through residential areas, etc.
As I said previously, my recommendation would be Exit 37 to CR 513 (Green Pond RD) to Snakehill Road. Here is the link to the SLD for that, page 19 shows the turn for Snakehill Rd:
http://www.state.nj.us/transportation/refdata/sldiag/00000513__-.pdf
And just for fun, here is a link to the I-80 Straight Line Diagram, which shows the exits, connecting roads, etc. Page 13 shows detail from Mile Post 35 to 38.
That should give everyone some fun viewing.
Happy New Years!!