Attaching bike basket onto bike without it getting stolen?

[wierdrabbitt]

I recently bought a bike basket that just hooks over the front handlebars of the bike. I want to ride my bike to the train station and lock it up there, which is already in a relatively dodgy area... And i dont want to carry the basket on the train, How can i attach the basket, tie it on etc with it not being able to just lifted off and stolen. Any ideas how to tie it on with something that wont damage the bike.