From the Boardwalk villas, walk on over to the Dolphin. Tucked away on the main floor not too far from the main desk is an Alamo/National car rental agent. At the Dolphin you can both pick up and drop off rentals.
There is also a larger car rental location (with better hours) on the road to the MK. But since your staying right next door to the Dolphin it will be much easier for you to get the car right there.