According to the NJT website, you can take the Main Line or Bergen County Line to Secaucus Junction. You can change there and catch a number of trains that go into Penn Station. Once out of Penn Station, walk up 34th Street to Herald Sq (Broadway/6th Ave) to the Subway Station for the B or D trains. Check the schedule, though, because I think the D doesn't stop at 161st St. during rush hour in peak direction (the time you'll be going). Once on the Subway, the best thing to do is follow all the Yankee people. When leaving, take the D back to Manhattan because it's express.
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