Well, for someone with an advanced degree and a job in science, I found even the Sturmey Archer SRF3 instructions in the link above difficult to follow. There is an illustration in the SA instructions, but prior to that I didn't know which piece exactly was the threaded adjuster and which piece was the indicator rod. What I did do based on EvilV's perfectly clear explanation above is put the bike in third gear, and slightly unscrew the knurled sleeve that is directly at the end of the black plastic or vinyl cover over the gear cable. This, as EvilV points out above, slightly slackens the cable, and then I tighted the little locknut to keep this setting in place. That fixed the problem of my third gear not staying engaged. It's perfect now. I also noticed that it was much easier to shift into first gear, so clearly the cable was too tight prior to my adjustment.
Last edited by sotto; 06-05-08 at 09:12 PM.