I'm going to the commercial center.
Or as we'd say here in the States: I'm going downtown.
Note proper capitalization and the contraction "à le" to au:
Je suis allée au centre commercial.
Also, "allée" is used for a female speaker, and "allé" for a male speaker.
In addition to MathMate's answer: Je suis allée is an example of the Passé Composé or a past tense with the translations here being:
1. I went
2. I did go
In French there is a distinction made between l'imparfait and le passé composé. The l'imparfait is used for on-going action, or habitual action, such as: J'allais = I WAS goING, I USED to GO and even crossing over with the translation of the passé composé = I WENT.
The passé composé concentrations on the ACTION rather than the DESCRIPTION. Using both in a story makes it so much richer with the contrast.
Don't forget that the Passé Composé can use either avoir or être as the auxiliary (or helping) verb. There are 16 verbs using être and "aller" is one of them. Those verbs have "motion" = go/leave, come in/go out, go up/go down, etc.
There are 2 mneumonics to learn those verbs that take être. Either Dr & Mrs Vanderdramp (each letter being the first letter of one of the 16 verbs) and "The House of Être" = which is online.
Please free to ask for any help you would like!
Sra (aka Mme)