First, hit the bicycle shops and look for a shifter. The only real concern here is that you don't want the style that offers specific positions only. Some shifters are setup as 3, 5 or 10 position shifters. You'll want your selections to be more granular. In other words, you want to be able to select in between these gears. While you're picking up this shifter, grab the cable also. You should get a sleeved cable. It should come with small metal caps at the end of the cable. Make sure the cable is long enough to reach from the top of your shifter, down through the boots, then up to the throttle linkage in the engine compartment.
Once you've gotten these parts, you'll want to run the cable sleeve first. On a YJ, I would recommend unbolting enough of the upper shift boot on the passenger side to slide your hand inbetween the upper and lower shift boots. Slide the sleeve down through the transmission shifter boot, then curve the sleeve over to the tcase shifter. There is an existing hole in the tcase lower shift boot to slide the sleeve through. Push it through until you can see the end of the sleeve under the Jeep.
Pull the sleeve up to the engine compartment along the firewall. Make sure there are no hard bends and DO NOT fasten the sleeve to the frame. You must make sure there is enough slack throughout the sleeve for the flex of your Jeep. I know of a roll over that occurred because the cable was pulled while the Jeep was flexing and caused the engine to rev at a very bad time.
Once the sleeve is in the engine compartment, and you've made sure there's enough slack to mount it where you desire, attach the shifter to the transmission shift lever. There should be a socket in the shifter for the cable sleeve. Push the sleeve into the shifter socket.
Now run the shifter cable through the shifter and into the cable sleeve until it protrudes through the end of the sleeve in the engine compartment. Slide the cable back and forth making sure there is no binding. Carefully secure the cable and sleeve using tie wraps. Again, make sure there are no sharp bends in the sleeve. Once the sleeve has been secured throughout it's length, again slide the cable in and out ensuring there is no binding.
Now connect the cable to the throttle linkage. There is a number of ways to do this. I drilled a very small hole in the stud on the linkage and used a screw clamp at the end of the cable. A simpler method is to make a loop on the end of the cable around the stud. Using a wire connector or something similar, crimp the loop in place around the stud.
Work the throttle linkage to ensure nothing adverse will occur when using your normal foot throttle with your new hand throttle connected. If all is well, test your hand throttle. Make sure there is no binding and the throttle returns to normal when the hand throttle is released.