There should be a plastic clip on the cable itself. Similar to the cruise control cable. If it's not there, it's gone. You'll have to replace the cable.
--Matt
2003 Sonic Blue SVT Cobra Coupe
2003 RedFire SVT Cobra Convertable
2005 Dark Toreador Red F150 XLT 4x4
2000 Black SVT Contour - Beater