You can go to end station: BTS Bearing Station. Then will you go by taxi to parking under motorway. Transfer by Taxi cost about 60 THB. In this parking area is providing free transport service (some kind of electric train) directly to Erawan Museum.
If you don’t make agreement with taxi driver that he will be waiting to you, you must get the taxi directly in front of Museums (you don’t go back to parking under motorway by free transport service)
http://en.wikipedia.org/wiki/Phaya_Thai_Station
http://www.bts.co.th/customer/en/02-route-area.aspx
http://www.bangkokmetro.co.th/?Lang=En
http://www.bangkokmetro.co.th/map.aspx?Menu=8&Lang=En
http://en.wikipedia.org/wiki/Erawan_Museum