Keep this in your memory file guys. It is critical you keep the lever tight on the shaft, if it won't tighten, do what fishnchips shows and widen the slot! Hint; a mini cutoff wheel in a dremel is perfect for this job.
Hii Gary,
if, like on my Heritage Special, the splines were vibration-worn enough that the shift lever was still loose after the slot widening,
what worked for me was to drill a 1/8" hole along the spline, (half in the lever, half in the shaft) and drive a 1/8" roll-pin in there.
That was a temporary measure to keep the bike running until I installed the new shifter shaft. It's lasted 3 years so far.