Below are instructions on how to splice your chain to your rope. If you are using a windlass, this is essential, and even if you're not, it can still prove to be an effective substitute for a shackle.
One of the simpler ways of splicing rope to chain is to seize the rope about 16 inches in from the end to arrest any further unraveling. Use ordinary whipping twine.
Un-lay the twist to the seized point. Taping the ends with electrical tape just makes it easier to splice later on.
The next step is to feed 2 strands through heat shrink in one direction and one in the opposite direction. Pull all the strands tight and apply heat to shrink. Preferably a high heat hair dryer.
Cut the whipping carefully. Anyone who has done an eye splice with 3 strand twist will be able to do the rest. Over one and under the next in a typical back splice fashion.
If you've never done an eye-twist before, there's a good example here.