How do you install a bicycle pedal without a wrench?
If you can get it to start on the threads by hand then you can tighten it enough that you should be able to ride carefully home. I've done this before, but its messy (as in, on your fingers).

The threading should make the pedal secure itself (or at least not back out) when pedaling forward, but might get wacky if you tend to backspin or goof off with your feet at intersections. Of course, if your cranks are on backwards...