Most likely this problem is that the plastic retainer on the transmission lever at the end of the cable has fallen apart due to age and heat wear. This is a common issue with SSRs and other GM trucks. As a temporary solution to get you home you could use a tie strap or a small vise grip pliers and re attach the cable to the transmission arm. This will allow you to get home or to a repair facility to get a proper repair.
There are several solutions. Since the transmission cable used for Chevy SSRs is the same for GMs Trailblazer, an OEM style replacement can be purchased, Dorman Transmission Shift Cable Bushing (part number 14055) for $11. There are also aftermarket bushings available from places like www.bushingfix.com . Some people have also decided to install a metal bolt in place of the plastic mechanism interface, you can find more information about that and purchase a kit here.