It was at the Wheeling store. It's actually in Buffalo Grove I think. It's on Lake Cook Road.
You can get there by driving north on 355 which then changes to 290, then changes to 53. It's all the same road, just stay left. Anyway, exit at Lake Cook Road going East. After you drive for a few miles you'll see Wal-Mart on your right. And as you know, when you find a Wal-Mart, a Sam's isn't too far away. It's in the same parking lot, but you won't see the Sam's right away, just the Wal-Mart.
Or you might be able to drive north on 94 and get off on Lake Cook Road and just drive West until you hit it. It just depends where you are coming from.