The sentence "Compro la gasolina en la estación de servicio" can be transformed to use a direct object pronoun. The direct object pronoun for "la gasolina" (which is feminine singular) is "la."
So, the sentence would be:
"La compro en la estación de servicio."
I used "la" because it corresponds to the feminine singular noun "gasolina." In Spanish, direct object pronouns must agree in gender and number with the nouns they replace. Therefore, since "gasolina" is feminine and singular, the appropriate pronoun is "la."