If you don't have machining facilities, file the end of the square shaft as round as you can get it and use a 'lovejoy coupling' (Google it).
I second this. File the end round, then couple it. To file it round, chuck the square rod into a drill (this might be difficult with a three-jaw chuck, you might have to get fancy), turn on the drill, then apply the file (be very careful, hold the file in both hands, wear gloves, and goggles!).
Alternatives to the "lovejoy coupling" (though depending on the torque, might not work):
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Rubber hose with pipe clamps on each end (you could try this without even filing!).
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Use thermo-plastic (polymorph) to make a custom "coupler" between the shafts.
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Drill holes through the shafts perpendicular to their axis, then use an over-sized (larger than both shafts) bit of small diameter pipe. Drill holes in a similar way, but orient them 90 degrees opposite to each other (so that if you passed pins thru them, and looked thru the pipe, you would see them crossing each other in a "plus" + sign). Pass pins thru them and the shafts, and you would end up with an el-cheapo form of a "universal joint" that would allow for some misalignment.
