I am a new rider, I recently bought a Suzuki GZ250 (used) to learn on.  So far it is a lot of fun...however I have this problem.  After riding for a bit the shift linkage rod begins to unscrew, the other night it actually completely came undone, had to make a fun emergency stop (in the rain no less).  So I was curious if there was some trick to keep the stupid thing on?  For now I just have to lean over and screw it back at stop lights...thanks!  

I would suggest cleaning the threads with a degreaser, then drying it well. Use some loctite on the threads. Should take care of the problem.