Follow the signs for the NORTH exit, which goes to Beachline/Semoran blvd. Beachline west is what you want, if you get it right, first thing is toll plaza as others have said. If you get it wrong and get on 528 east, first thing you'll see is goldenrod rd exit.

The greenway, which you don't want, is the SOUTH exit out of MCO.

528 is the way to go, Sand Lake, while it has a lot of shops and such, is a road to avoid unless there's something on it that you really must visit (Corona Cigar, in my case) because the traffic can be brutal