If you get lost in the desert, just ask the locals. A 10 year old driving his brothers and sisters around can surely show you the short cut through the lava rock terrain, past the wandering camels, towards the neighbor's tent that sits right in front of the highway (think two tracks in the sand) that leads right to the Crater.
Without hardly any roadsigns, I was pretty surprised that we only managed to get lost once. We almost got stuck in a pile of sand, but other than that, it was pretty smooth sailing. I have to say, though, the Saudi Arabian desert is not a place I would like to get lost. It is hot. There is no vegetation. And there are hardly any people around.