As mentioned before, it's a bit expensive, but shooting in Boston is a rare thing indeed. MIT still has a range but it isn't open to the public, last I checked.
I'm not too familar with the area, but Dorchester seems to be a rather high crime area (6 homicides just a bit West
http://www.boston.com/news/globe/city_region/2007_homicides/). My instincts tell me not to be seen walking out of a gun range at night and into the nearby T stop.
I'd be carrying whatever gun I was shooting concealed and leave eyes, ears and ammo in a rented locker there, so wouldn't have a range bag with gun and ammo over my shoulder. But it seems tempting for some group of punks to hang across the street and trail someone leaving the range with the notion of a grab-and-run theft.
Maybe I'll have to do a viist and check parking nearby. If available, I could always pop out for an hour during the day and drive down, as they are just 3mi south of my workplace.