Thanks for your message. I _wish_ it had a hex head, I hate slotted adjusting screws.
At first I _did_ turn it counter-clockwise as described in the previous threads. However, that made things a lot worse. Turning it clockwise (screwing it in) seemed to remove the play and it's actually quite nice right now. Perhaps my model has a different type of steering box? I don't think it has been replaced because in the owner's manual, there are some pictures of the steering box and it clearly shows the slotted adjusting screw.
Do you know what would happen in _your_ steering box if you unscrewed the adjusting screw too much?