I'm not sure what the part is actually called, but the rod connected to my gear selector keeps slipping off the piece that links it ot the transmission. It has a plastic loop that slides onto the transmission's piece. This isn't too annoying until I have to start the car, and it still thinks it's in 'drive.' Did some sort of retaining cap fall off, or is there some other "official" way to secure it? If not, I'll figure something out to hold it in place better.

I'm assuming you have an auto from the way you described the broken part. I know how it works on a 2.0 OHC sunbird, and from the way you described it it sounds pretty much the same as the sunbirds. Anyway, On my car (2.0 OHC) that little plastic circle is held on by a bolt, you put the circle onto the shaft sticking out of the little arm that controls what gear your in, and the inside of the shaft is threaded, you put the plastic circle on the shaft and put a boltin the threaded hole and it will never come off on its own again
But like I said before, I;m not sure if cavy transmissions are anything like sunbird ones, so what I said might be true to your motor or it could be diffrent, maybe someone who knows cavys well could verify what I said.

I see... so I clearly dropped a bolt somewhere, probably on the highway where I'll never see it again. Sounds like a job for JB Weld!

I dont know if that would be the best solution, cause the plastic circle has to pivot a little on the shaft, but take a look at the shaft the plastic circle goes onto and it should have a taped hole in it for you to put a bolt in, just to make sure thats the right thing to hold it on, I've seen some (on other brand of cars though) that have clips to hold it on, earlier J's might be like that so, just look to see if theres a hole for a bolt, and if there is then its set up the way I said.
I hope that made sence, lol I'm kinda in a hurry

I see the bolt going through the top of where the plastic ring slips on... but the ring slips on at the bottom (at least that's where I keep putting it). I take it another bolt goes on the bottom? I think I'm going to use a zip tie to secure it to the transmission piece until I can get under the car and take a better look at all this. Thanks for your help.

On my car the boly goes in from the top, and the plastic circle thing goes on top, but maybe on the cavy its upside down.

i used jb weld for fixing it temporary. but it held so i haven't messed with it. been like that for 4 month,

I zip tied it down, hasn't been a problem since.