I was planning on CNCing the X2 that I got a month or 2 ago, but now I'm not so sure.

I've been having this problem where the Z axis changes, like it will go deeper and deeper, unless I hold the coarse feed handle (even though i have it on fine feed). It is quite annoying, and I have ruined a few projects because of it.

Also, another problem I've been having is that the X and the Y axis shake side to side. It seems to be coming from where the base meets the saddle, and play in the dove tails.

I am new to mills, so any help would be appreciated.

I am not super familiar with the x2 mill however there may be a lock on the z-axis that will keep it at the correct height. Either way if you cnc the machine this problem will be eliminated as the stepper or servo will hold the machine at the correct z height until the stepper is moved. As for the table moving side to side it sounds like your gibs are loose and you will need to adjust them do a search on here or google about gib adustment for the x2.
hope this helps.
chris.

Agree with the above.
Whenever you are cutting (unless drilling down) you should always lock the z axis, or the cutter will pull the head down. If converted to CNC the rack and pinion z drive will be unused as there is so much backlash in it. Most people retrofit a ballscrew onto the column (I did it this way, mounted on the side).

there are a few screw (setscrews with nuts on them) on the dovetails, u want to adjust those until tight but not too tight. just keep playing with it until the x, y and z axis are easy to move but dont shake.