When you get past the four guys at the exit, there's a guy to the right that will be shooting at you through the fence. If you kill him, you can run for the far corner behind him and you'll find a little cul de sac there to hide in while the place blows its top. Save your game there, wait a bit, then run for the train and the doors should be open.
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"If your philosophy does not produce corn, I don't want to hear about it." - Red Bear