This will let you to remove your cogset on the road without any tools, allowing you replace broken spokes on the right side of your rear wheel. It will work for older freehubs and freewheels. However, large flange hubs will be required if you want to change/install spokes on wheels with freewheels.

You need a cogset that's held together with a threaded (screw-on) small cog, not a lockring for this MacGyverism to work! First shift the chain onto the small front/small rear combination. Facing the "chain" side of the bike, take your right hand and swing the derailleur all the way forward and hold the chain on top of the small cog with your right thumb so the gears won't turn. Now reach between the seat stay and wheel with your left hand, grab the chain between the cogs and chainring and pull it back,"folding" it over your right thumb. Remove all the slack from the chain. Be carefull that the chain doesn't fall off the small chainring. lay the part of the chain you pulled back onto the 3rd or 4th smallest cog. Carefully remove your hands.

Here's how it should look:

From the top of the small chainring, the chain goes back and part way around the 3rd cog, then turns back on itself and engages the small cog. Reversing direction again, it goes all the way around the small cog, through the rear derailleur and back around the small chainring.

Or, if you can, there is an easier way to do this. You need a chain that is equipped with a "quick-release" link, one that lets you separate it without tools. Once you have the chain separated, remove it from the derailleur and wrap the end that's under the chainstay around the smallest cog, and the part that's over the chainstay around the third smallest cog, like so (make sure it stays engaged with the smallest chainring):

Got it? Great!

Now, put your weight on the saddle to keep the rear tire from skidding, and roll the bicycle backwards until the chain unwinds itself off the small cog. This should loosen the small cog enough so it can be unscrewed by hand. If it can't be unscrewed the first time, try again. Also, some older freewheels may have more than one threaded cog. If so, simply repeat the process to remove these as well. Once the threaded cogs are removed, the rest should simply slide off.

To reinstall the cogs, simply slide on the cogs in the correct order, screw on the small cog(s) and pedal forward using that gear. When the "slipping" stops, your cogset is tight!