Sounds like the small spring on the selector quadrant fork has broken.This keeps the quadrant(which is part of the gear selector shaft)in contact with the selector drum.On a lot of bikes you can get to this without really major strip-down,though i can't remember if this is so on the KLR.You'll need to remove the clutch cover,clutch unit complete and it should be behind that.If you're out on the road and can't get the correct spring,a good source is to find an old scrapper car and rob one of the small,light throttle return springs.
If however the selector quadrant isn't behind the clutch,then i'm affraid you'll need to split the engine casings.
Jon.
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Just going for a short ride on my bike....
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