A bike book I has mentions the following tip for another chain-related disaster. It may be better than shortening the chain, forgetting you can't use certain gears and then completely jamming the transmission:
Try talking nicely to a bike shop with regards scrounging a few chain links. They usually have them lying around.
Hmm, might try that. I tried linking in a few links from a replacement chain I bought, but the joints between the two were too stiff. I can't use a fresh new chain as the cogs have worn with the old chain - so the new one slips.
Oh, and I did manage to jam the transmission a few weeks back when it last snapped, and I tried to drop into first gear. It was jammed rigid, and shot apart at huge speed when I loosened a link.