I had same problem with throttle sticking a couple times. Then the cable broke and had to be towed home. Follow the manual and watch how the old one is routed and take your time. Only changed the one that broke. There is no thumb screw on an Ultra.

 

I had a 98 ultra that did that. I had cables replaced only to find out it was a problem related to an electronic part associated with the cruise control. Make sure your problem is diagnosed properly.