Not looked at what route the train takes, but from the station you mentioned itl take an age as theres no direct route, infact i doubt theres 2 stations so close that has such an unbelivably indirect route to each other.

The 2 choices for a route from that station--

A train back into central london, then another train (probably from another station, cant remember) back up direct to northampton.
This is IMO by far the quickest if u sticking to trains.

OR

The really long way of doing things, which is a train to peterboro, then all way to nuneaton jus east of brum (prob have to change trains already to get this far), then another train right back down to northhampton.

Your best bet IMO is get on the fookin bus or summat from yours to Watford station and then train direct to Northampton, as Watford station is the closest station thats actually on the direct Northampton line.

There you go, sorted

And yes, i know FAR too much about train routes