Many stations are managed by the local town, so it can be a hassle to get a non-resident permit. You can check the waiting lists with the town, but if you want to find out about immediate access, check with Allright Parking, (888) 682-PARK, that manages several lots for MetroNorth as it might be easier to get a permit from them, especially if you have some station flexibility.
Here's a link:
http://www.allrightparking.net/