there was a lady on the old BBS that had a pretty radical Explorer. She promoted the system quite a bit. Her name is Gloria Zimmerman, you can probably catch her in the Explorer section. Her rig is at this URL http://www.off-road.com/4x4web/ford/zim/ttb.html
I tightened mine, clockwise removes slack. If you overtighten, you'll get too much resistance, or a "lumpy" feel to the steering. Overtightening will also probably tear up the box pretty quick. I did mine in tiny increments, like 1/8 turn at a time. Got rid of some slop, but it still doesn't handle all that well.