remove shims to make it tighter, as you want to push the bearing down further into the race.
I've been having a nightmare with mine, I'm down to only 2 very thin shims on either side and its still sloppy, reulting in a bit of vibration at 50mph...
I rebuilt them last year using cheap and nasty (B**tpart) bearings, I think I'll re-do them with proper branded bearings when the weather warms up a bit...