Could be a couple of things. Pop the hood and turn the key in the ignition so that it's not in the "lock" position. Turn the wheel a little from side to side so you can feel the "play" and at the same time, look at the shaft that couples to the steering box. If the movement of this corresponds with the steering wheel, then the play is probably in the steering box. If not, you should check the bushings in the steering column. Check out the idler arm and the steering damper as well. Both are pretty easy to replace.