After crossing Princess Bridge south over the Yarra River, take the steps down to Princess Walk which leads into the Southgate Promenade, which could be the start of your Southbank walk. You head west along the river bank through shops and restaurants all the way to the Crown Entertainment Complex and, past the Spencer St bridge, to the Melbourne Exhibition Centre.
In the picture in the background is Princess Bridge. At right is the Southgate Shopping Complex adjacent to the Arts Centre.