Is the play you found along the axes? If so it's backlash. One way to measure backlash is to put a dial indicator aligned with the axis being tested, move the axis towards the dial indicator till it engages and read the value it shows, then program a move (say 1mm long) in the same direction, then program the same move in the opposite direction and read the value. The difference between the two readings is your backlash. Repeat this at several spots along the screw and see how it differs.
Daniel