The name of the place you're referring to is Vegas Indoor Skydiving, which bills itself as "America's first vertical wind tunnel." It's an indoor skydiving experience in which you fly in a column of air 12 feet across and up to 22 feet high, with vertical airspeeds of up to 120 miles per hour, all created by a big fan that you hover over.
Vegas Indoor Skydiving is located at 200 Convention Center Drive, right off the Strip; 877/545-8093. All ages are welcome, but you should be physically fit. There are weight restrictions: for men under 220-230, for women under 160-200, depending on height.
The process is as follows. You first take a 20-minute training course, where you learn safety procedures and body-control techniques (such as how to tuck and roll). Then there's 15 minutes worth of equipment preparation: suit, helmet, and other safety equipment. Your group of up to five "body flyers" enters the wind tunnel, a super-padded "air silo," with the instructor; you take turns flying during a 15-minute session, so each participant gets about three minutes of airtime.
Classes are first-come first-served, conducted every half-hour starting at 10 am and ending at 9 pm. The earlier you arrive, the faster you'll fly. Plan on 75-90 minutes at Flyaway.
A single flight costs $75, two for $40 each, five for $200; ask about other packages. Print out a $10-off coupon at www.vegasindoorskydiving.com/coupon.php.
If you like, you can observe the flyers from a viewing deck with windows into the wind tunnel; there's no charge for watching.
Experienced flyers say that it takes at least one session just to become comfortable floating over the fan and learning some body control. The main trick is to relax; the more relaxed you are, the more you can do skydiving tricks. Two sessions will give the average body enough chance to become acclimated to the wind tunnel and the skydiving experience.