On August 9, 2003, at 1214 central daylight time, a Cessna 650, N122EJ, operated by Thunder Air Charter, experienced a jammed rudder just after liftoff from the Spirit of St. Louis Airport (SUS), Chesterfield, Missouri. The captain and co-pilot were not injured. The airplane was not damaged. The 14 CFR Part 91 positioning flight was operating in visual meteorological conditions and an instrument flight rules flight plan was filed. The intended destination for the flight was Kirksville, Missouri. However, following the takeoff the flight crew remained in the vicinity of SUS while they evaluated the situation. They then elected to return to SUS where an uneventful landing was made at 1242. The captain reported the rudder jammed in the centered position on takeoff. He attempted to free the rudder several times by using the rudder pedals to no avail. The flight crew informed the tower of the problem and stated they wanted to stay in the area to troubleshoot the situation. The captain reported they performed the "Rudder System Jam" checklist and cycled the auto pilot/yaw damper disconnect button several times to no avail. He stated they checked the circuit breakers, autopilot control panel, rudder bias, hydraulics, electrical system, control lock, control surfaces, and trim settings, all of which appeared normal. The captain stated they then performed two tower fly-bys and they were informed that nothing appeared out of the ordinary. The captain stated there were no problems controlling the airplane inflight, but he was concerned about being able to maintain directional control on the ground, so he declared an emergency and requested that the emergency equipment stand by. He reported that once the airplane was within landing weight limits and the emergency equipment was in place, a normal landing was made. The captain reported that the rudder "unjammed" when the airplane touched down and he was able to taxi the airplane back to the hangar. Inspection of the airplane after the incident revealed that a rudder control locking system fairlead came out of its receptacle. One half of the fairlead was located and the other half was not. The located half was separated into 3 pieces.