I've never seen anything so difficult about that part. Anytime I've had to run over the train, I just ran straight through and they didn't notice me even though they were checking their blinds or something.
When you're entering the codes, just keep R1 or L1 (whichever side the guards are on) pressed down and you can see when they are coming. Although on the first time it's quite unnecessary, since Zell and Selphie tell you when they are coming. So when they do, just head back up (with the directional up button of course :P) and wait until the text messages (where Zell/Selphie say that they're coming) disappear, and continue entering the codes. It's really not that tough, just don't fret :)