You can thread on a track cog. BMX cogs are either built into the freewheel or slide on BMX casette hubs. Neither is what you're looking for. For a bit of extra security you can screw the track cog on your hub and then after then screw on a BB retaining ring (or so I'm told, never tried it) and put some blue locktite on it. Word on the street is that it works fine. The reason that your freewheel didn't need a lockring is that it would coast, hence there was no force trying to spin it backwards.
Now that I think about it I'd just get a track cog with the appropriate number of teeth, crank it on there, then screw on that 11 tooth cog you have from your old cluster with some locktite and see how it goes. I'd run a brake for a while for a backup incase things go all wacky on you and decide to unscrew.