I don't understand why pressing start/options doesn't work for @RedDwarf10 as I was just doing the same thing in Alberta fishing from a boat without a problem, but I have had the same issue that @kylerobz is talking about and I think it was fixed in the last update, at least here on the USA version. What I would do before was pick say for example a private room and when you want to change pegs, even though it still shows private room on the map screen, I would highlight it, switch it to friends room and back to private room again, and then press square. This would keep me in the same room I was in before changing pegs and should work no matter what type of room it is.