There is a Hertz not far from the train station. Automatics are expensive and you might have a better chance of getting one in Rome or at an airport. Check AutoEurope for better rates. Do you plan to return to the same location?

You could also look at training to Orvieto from Rome, picking up a car at Hertz there (close to the train station) and return it in Siena or Florence (I would use the airport location).

Where are you staying in Tuscany?

We did something similar in 2006 and rented our vehicle from the Hertz office in Siena. We stayed just outside Siena where I found a lovely place with free parking. Here is my trip report with photos. Be sure to read the parts about our auto rental. At one point we ran out of oil. Note that it will be difficult to get an automatic. I'm not sure they will guarantee it. This is a small car rental office. Not the same as you would get at an airport. http://travelswithdiane.homestead.com/trip2006page13tuscany.html
I second the idea of renting the car in Rome and driving up.
Diane

I always rent automatics when I go to Europe and have done so three times in Italy.
Bigger cities are the easiest places to find automatics with airports being the best place but it also tags on an extra surcharge for airports.
Also supply seems to be better if you do not rent on a weekend. Many house rentals are from Saturday to Saturday in Italy and the demand is great on a Friday or Saturday.
Would you consider going from Rome to Florence instead of Siena to start your trip?
I rented cars (automatics) twice from Florence without difficulty. I remember once from Hertz and the second company escapes me.
Be sure to check with brokers instead of the companies directly. You may get a break on the cost.

Check kemwel.com (they are a sister company of Auto Europe) for car rentals. Their customer service is excellent. They are a broker, so when you do a search they will show a few options from different rental companies. Be sure to check the deductibles when considering the best price.

In addition to checking option in Rome or the Rome airport (or even Sher's suggestion of Florence airport if you decide to visit Florence first), check options of taking the train to Orvieto or Chiusi and picking up your car there. I'm sure it will be faster and produce better options than taking the bus to Siena and picking up the car there.

Driving from the Rome or Florence airports, Orvieto, or Chiusi are all easy.

Let me clarify that I picked up an autimatic car twice in Florence but not at the airport. The rental agencies were in town.
Once we walked from our hotel after a stay in Florence and once we walked to the Hertz garage from the train station.