This happened to me downtown Chicago. Stressful to say the least.
Whem mine came up and off, my wife found a pin on the inner boot. It was about an inch long, maybe 1/8" diameter. It locks the **** shaft onto the shaft coming out of the transmission shifter. Then there is a spring-loaded collar that snaps up to cover the ends of this pin, preventing it from falling out.
My collar was turned 90 degrees so it couldn't snap into place, so vibrations eventually caused the pin to work loose. Replaced the pin, snapped the coller into place and all is well.
Here's the page from the parts manual: notice the pin on item #2...
http://i76.photobucket.com/albums/j1...ns/shifter.jpg