In fact, landing with a power pedal jammed forward is relatively easy, since the tail rotor is already in a position to accept high power settings (try also using a little left forward cyclic in a 206, and pivoting round the left forward skid), so you may be able to come in very slowly and even hover. If the pedals jam the other way (right in a 206), look for more speed because there will not be enough antitorque thrust available.
A drive failure, on the other hand, or loss of a component, will cause an uncontrollable yaw, and maybe an engine overspeed, so the immediate reaction should be to enter autorotation, keeping up forward speed to maintain some directional control (which is difficult in the hover, so try to get one skid on the ground at least), if you have time. If you lose a component, the C of G may shift as well, although an aft one in general has been found to help with this situation. Pilots who have been there report that there is a significant increase in noise with a drive shaft failure, and that the centrifugal force in the spin is quite severe. Anyhow, an autorotation is certainly part of the game plan, and as speed is reduced towards touchdown, you will yaw progressively with less control available in proportion, so it may be worth trying to strike the ground with the tailwheel or skid first (if you’ve got one), which will help you to keep straight—according to the JetRanger flight manual, you should touchdown with the throttle fully closed, as you would if the failure occurs in the hover, to stop further yaw when pitch is pulled to cushion the landing.
However, in some circumstances, such as the cruise, sudden movements like this may not be the best solution. If you can reduce the throttle and increase the collective, this would reduce the effect of the tail rotor at the same time as keeping the lift from the main rotors, as does beeping down to the bottom of the governor range (difficult in most AS350s or Gazelles, where the throttle is not on the collective). The tail rotor is there to counteract torque, so if you give it less work to do, you will be more successful.
Otherwise, you might find a power and speed combination that will maintain height until you find a suitable landing area, then you've got as much time as your fuel lasts to solve the problem. Don't forget that the cyclic can be useful for changing direction and enabling you to fly sideways to create drag from the tail boom and vertical stabiliser, for example. It's the sort of situation where it pays to be creative sometimes. After all, the aim is to walk away, not necessarily to preserve the machine. Two other things you can try if you finally make the hover—stirring the cyclic so as to dump lift, and pumping the collective to produce a similar effect. Both will serve to confuse the machine enough so it forgets which way to turn! With a jammed power pedal (left, in a 206), what also works is to crab in the way the machine wants to, come to a high hover sideways and let the machine settle by itself. You will find very little input is required by you.