To get to the Indonesian Embassy take the BTS Skytrain to Ratchathewi Station and take Exit #4. At the bottom of the stairs do a u-turn and walk along the sidewalk and keep going right on Phetchaburi Road.
Keep walking along Phetchaburi Road and you will find the Indonesian Embassy on your right hand side. Further up the street is Pantip Plaza, home to many questionable electronics and the huge discount woman’s clothing mall Pratunam market.

Source: http://www.thai-faq.com