A special thanks to David Berlin. He is a frequent contributor to http://www.thesaabsite.com faqs pages. As always thanks for the info!
The tool you need to lock the car in 4th gear is a 5mm drill bit, not a 6mm that I've seen in other notes. I tried a 6mm drill bit in both the transmission case as well as forward of the gear shifter and no way will a 6mm fit - 5mm did the trick in both.
Don't follow step 1 - jack the car up. Begin process at Step 2. Removing the old linkage from under the car is a PITA, much easier from atop the engine bay - even for a short guy like me. You will eventually need to jack up the car to install the new linkage, as the eyelet you need to cut off, as well as the new bolt you need to place above the drive shaft are much easier to install from under the car.
Find someone who has a dermal or air compressor saw. Borrowed my neighbors saw, hooked it up to my compressor, and from under the car, had a clear shot at the eyelet. Had it cleanly buzzed off in 30 seconds. Much easier than holding a hacksaw blade. Cutting a piece of the engine off was VERY cool...if not a bit scary at first, second, third.
The 'plug' you need to remove in order to lock the transmission in 4th is on the top of the housing next to a square plate that has 'Saab' written on it with some other information about the tranny model number, etc. The plug doesn't unscrew. Just put two fingers on it and give it a yank - it will come right out. I felt like a knob twisting the plug for five minutes thinking it was threaded. *doh*
Don't forget to thoroughly tighten the bolt that connects the new linkage to the gear shifting rod. I didn't tighten it enough at first, and when attempted to 'test' the shifting as the directions said, the gear shifter felt like a wet noodle. Tighten that bad boy down good!