Train stations are known for attracting bike thieves, right? I'd spring for a New York-series U-lock if you can afford one and don't mind the weight. Looks like it would be around $74 shipped from aebike.com, to name one place you could order one (or check your LBS).

Alternately, for $74 you could probably get an old junker bike just to ride to the train station without worrying about your budget lock so much

Whichever way you decide, it's good to do like Sixty Fiver shows, and get your lock's shackle filled up so there's not room to put a jack in there. And two locks are better than one.