I wondered about this before as well. My application would be for an off road buggy, so brakedown is not really an issue(well, I would prefer it not to brake easily, as I might just be stuck fairly far away from home on a farm road!)
The way I thought about doing it is to cut it the lenght I want, then sleeve it with a steel pipe(not those used for plumbing applications though!). Once sleeved, drill perpendicular holes through the sleeve and axle. Feed a rod through the hole and weld the ends up. Then weld the sleeve to the axle at both ends too.... Now I am no genius, but thought that this might work for my particular application/need....
