Having trouble getting the backlash out of my G0704's X axis

I've got a G0704. There is quite a bit of backlash in the X direction. About .060". I have tightened the two screws on the nut thingy under the table per the manual. They were loose but now are as tight as I could make them. Still about the same amount of backlash.

I also noticed that the nut is rocking about 45 degrees back and forth when I change directions on the table. Is that expected? I took off the table when I received the mill, possibly I put it back together wrong? The nut is oriented like I see in the manual's exploded diagram.

What should I do? Thanks guys!

No the leadscrew nut should not rock back and forth, make sure you tighten the 2 setscrews in the side of the saddle, use loctite on them.
The acorn nut that holds the handle on also adjusts the preload on the bearings, rotate the leadscrew counter clockwise to so it snugs up against the inner bearing then tighten the acorn nut.
Hoss

The saddle set screws were completely loose. I must have neglected to tighten them when I reinstalled the table.

Thanks!