If you're actually taking the train up from the city or somewhere, I suggest going to the North White Plains station instead. From there, you can hop on the Bronx River Pathway (another MUP) going north, until you hit Virginia Road (not far, perhaps 1KM from the station), and make a Left on Virginia. You'll pass a gas station on your right and start up a hill, then merge with Route 100/Grasslands Road. You'll come to an intersection where Route 100 goes right - you want to stay straight, which is Route 100C (and still Grasslands Road). You'll cross over the Sprain Brook Pkwy. At the end of Grasslands Road you'll come to a T, and you make a right on to Saw Mill Road. You'll go through a large office complex. Then you'll go under the Saw Mill River Pkwy, and a little bit after that, on your right, is the North County Trailway. It's not the very beginning, but it's close - so, you'll want to head north on it from here.
If you don't know the area this probably sounds a bit complicated - If I have time later I'll map it out on google maps or routeslip or something.