Running

I want to run to work more but I work outside London so have a 1Okm run to the station followed by a 4O minute train journey during which I get freezing cold. Does anyone have any advice on what layer I can take that's light but will keep me warm on the train? I have lots of lightweight breathable things meant for use while you're actually doing the running/cycling/whatever but I'm not sure if that kind of thing is going to be any use.

Something in merino wool will keep you warm longer. I wear a lot of merino when winter trail running (often at -15C). No more effective at temperature regulation than the high tech synthetics, when you're running. But if you have to stop, nothing insulates when wet like merino.

Not sure how much of the thin, high activity stuff, is available in the UK though.

The Gound effect stuff looks nice.
http://www.groundeffect.co.nz/products-MER.htm