David, first make sure that your box is tight. I was going through the same thing. I swapped a firm feel box from a 78 cop car and was having some slop and thought I needed to rebuild the rag joint (you might check that too, its cheap). It turned out that the bolts holding the box to the frame weren't torqued enough and was allowing it to wiggle just a little when I turned the wheel.
Go ahead and tighten the allen headed set screw some with the engine off. You will know when you've gone too far, then back off until it turns smooth. Definately don't leave it too tight if you go to far for any length of time though, it will cause severe internal wear.
