If it says that firearms are not allowed on company property, I would assume that would include the parking lot, however, you should probably check w/ the HR department to clarify that. If your company is small and doesn't have an HR department, talk to whoever hired you to find out.
In a larger company, trying to get that policy changed is probably pointless - they aren't going to listen to the concerns of one individual. However, if the company is on the smaller side, it might be possible to make them listen to your concerns and possibly allow firearms in the locked vehicle. It could be that no one has ever brought up that point before, and they might be willing to take a look at that, if you present you thoughts in a logical and convincing manner.