Shifter knob
I've got some teflon plumber's tape wrapped around the splines on top of the shifter, and that helps to hold it on better. Seems like someone else on here wedged a business card in there for the same purpose. If you really want to fix it, though, you're going to have to buy a new ****.
Remove the ****, put some silicone or epoxy inside the ****, spread it good with a pencil or something so it's on all sides, then put into place. That'll stick it on for good.
As an alternative, at most auto parts stores in the "help" section, they sell a "Chevrolet Automatic Transmission Shift ****". It's designed for old auto Chevys, but it matches the black boot of the Rangers nicely, it's of good quality and doesn't ever get too hot or too cold (and we get some extremes here). The hole is just a bit to small and it takes some work to get it on, but for four bucks it's well worth it, IMHO. That's what I did.


