Do you mean the screw that is next to "MONITOR VOL?" I haven't tried that screw but I am not sure that would make a difference. I think I'll need to get under the shoe to see why it wiggles and to do that it looks like I'd have to take out about five screws and pull off the plastic panel covering where the media controls are on the top of the camera. I can't do that because this is my work camera! Has anyone else experienced this shoe wiggle? We have two EX-1s that have only been in use for a few weeks and both have this issue of the shoe wiggling!
No shoe wiggling here. I had one of the first EX cams made and now this more recent one (a month old) and there's been no problem. I use the cold shoe a lot to hold wireless transmitters or a Frezzi light and so far so good.
I had a look at my EX and there's no easy fix for your issue. There's a plate held on by those same small Phillips head screws underneath you can see when you pull out the LCD screen and flip the camera over.
If I had your shoe problem I'd send it in to Sony Repair, but then the Sony Repair facility I use is only 20 minutes away and I know both of the tech guys (from previous EX issues).