Sorry to be the one to give you the bad news but you might have to go to the stealership to fix that... I ended up there and my experience wasn't so pleasant either.
The little shifter is hollow and the knob attaches to the shifter with a small bolt that should be sticking out of the shifter... it is impossible to screw it back on without dissasembling the console, when they returned the car they had put some scratches on the console...
When I saw what they had done to the car I got so... ejem... 'happy'
and said more than a few words to them...
you know... the kind of words you can't type here
They ended up not charging for the job and promising they would replace the damaged parts. The parts are here already, I'm just waiting to have the time to take the car to the shop and have them replaced.
Yes, I've had the same experience...twice!
First was on the '04 CC..it simply came right off in my hand when switching from D to R. And he's right, you can't replace/repair it. In my case, it appeared (on both occasions) to have severed, indicating that perhaps the metal used for the screw or whatever retaining unit, is too soft.
The second occassion was when they gave me another '04 CC as a loaner while mine was being serviced (they only did it once and only then under great duress/pressure by me) and it happened the same way w/ same result.
Annoying little stuff!
Good luck otherwise!
The damage to the console is simple to explain : there is a special rubber-coated tool which enables you to lift the CC center tap in the console (plugs through the small hole) but some service people seem to prefer screwdrivers, and then damage is inevitable.
Replacing the console altogether is a major pain in the ass, as the Info Center has to be taken out first, which is easier said than done.