Any way to make this setup "tighter"? I'm trying to build a robotic arm, and I had the following built so that there was the minimum possible movement created by the gear wheel (that connects to the worm).

However, there is still play, where all the pieces are pushed together by the force of the gear wheel the worm drive is connected to... this leave a small (but significant) gap, allowing the cross axel to slide.  

Is there any way to build this without the play, as it doesn't help when I'm trying to build an arm with a fairly high level of accuracy?
There are 2 ways to get it tighter. First is to use the new worm gear part:
http://rebrickable.com/parts/15457/Technic-Worm-Gear-2-Axle-Holes

The other is to use an axle with stop. Have the stop on the end which has the worm gear pulling it in. Not sure which end that is, so experimenting would be your best bet.