I battled this when I first started up since my mill was in a garage and the temps could flucuate. This little adjustment fixed her right up but ingnore the fact that he says it's good from the factory as mine was not.
I also use the backlash compensation in Mach 3 to help with this as well.
Note, I only use backlash compensation for engraving as if you use this for larger work, it can actually "pull" the table into the cutter creating even more problems.
As found on nick carters website The Taig Lathe and Milling Machine
Adjusting the clamping shoe for the z-axis. The factor recommends that you squeeze it together with hand pressure then tighten the screws, without mounting the motor yet. This is usually fine from the factory so don't worry about it unless you need to. There used to be a screw from the front of the slide for adjustment but the factory found hand pressure was better for thsi adjustment.