there is one screw at the end of each gib. the one on the "big" end tightens the gib, the one on the other end locks it in place - or loosens it. to me it sounds like the screws arent set correctly.
you should go through each axis, loosen the gibs a little, then slowly tighten and lock them a little bit at a time and run the machine to see if it binds or has play. keep going til the play is gone and the axis *just* binds. then back off a little and lock.
note that you need to run the whole travel length for this setup, as theres usually a "looser" end of the axis.