With a u-lock I lock my front wheel and frame to the rack. You don't want to leave much space there (to make it more difficult to break the lock). The back wheel doesn't have a quick release on my commuter bike. If I was to leave my fancier bike locked up, I'd probably get a locking rear-wheel skewer instead of the hex-screw skewer...

I agree that you may be able to borrow/rent a lock from Rivercity Bikes... it's worth giving them a call anyway.