Yeah that is what the little letters and numbers along side the shifter are for, just shift it to the desired letter or number and it will stay in that gear just like the one that they put on top of the shifter of a 5 speed and if you want to get really kinky put it in the "D" position it will do everything automatically. 
on an auto. it only works with 1st gear. if you put it on 2nd gear. it allows the computer to shift into 1st or 2nd. same if you put it in 3rd gear on the shifter. it will only use 1 2 and 3. wont go any higher.
now you can get a
http://radesignsproducts.com/14Shiftcontrollers.aspx than you can hold any gear in an auto
