The Hatch shell is walking distance from either the Sheraton or the Westin (They are next to each other). Walk down Boylston (towards Boston Common) and make a left on Arlington St. Take Arlington past Bonpoint toward Beacon St. Cross Beacon St. You will see the Arthur Fiedler Walkway in front of you. Walk across and the Hatch Shell will be on your right.
map:
http://www.digitalcity.com/boston/en...adp?sbid=66377
(The hatch shell is where the star is, and if you scroll the map South one or two clicks, you will see Copley Square and Copley Place - both of the hotels are right in that vacinity.