I had quite an adventure trying to follow these directions, having turned left at the initial fork rather than right (the fork is not mentioned in the directions). The more specific directions below might help:
From 99, turn onto Pilot Rock Road, which becomes BLM 41-2E-33. At the first fork in the road, turn right. Now you're on BLM 41-2E-3. After this, stay to the left through any forks, and you will remain on BLM 41-2E-3, which terminates in the parking lot.
I'd just make one change to avoid the one major opportunity for a wrong turn. Instead of "Follow this for 2.75 miles and find the parking lot at the end of the road", you could say: "Follow this for 2.75 miles (bearing right at a gravel pit about 2 miles in) and find the parking lot at the end of the road."
Yet another update for you. I just made the trek up to Pilot Rock today (9-16-09) and found that in March of this year, the area was designated the Soda Mountain Wilderness Area and the route is blocked off from the cinder pit. I took a pic. of the sign on a new camera that I'm just getting used to but could send it or add it if you'd like.
Cheers